Is it anything like this; http://www.wildaboutbritain.co.uk/pictures/data/2/thumbs/IMG_5312.jpg
Thats a vine weevil larva and not to be encouraged as they can do a lot of root damage to certain plants. They cannot survive severe weather without protection and its not a major problem in East Yorkshire where I garden. They tend to be a big problem in pots and can establish indoors, under glass and in tunnels. I did have them decimating primulas in the garden once, after a series of dry mild winters some years ago.
Pete