this is just something that my younger sister (10 yrs old) asked me, and frankly, I didnt have any answer. Since then, it has been boggling my mind. Can anyone clarify this for me?
Maybe your sister can show you the forum listings too. 
Heck, if she won’t, I will:
Straight Dope Message Board (front page/forum listings)
>http://boards.straightdope.com/sdmb/
Moving to General Questions.
your humble TubaDiva
Quoth Jonathan Swift:
Sure they can, including parasitic worms (which I presume is the kind you meant).
Some fungi, in fact, catch and eat parasitic nematode worms
As Chronos indicates, many parasites have parasites of their own, known in the trade as hyperparasites .
The Earth Moved by Amy Stewart has a description of this, and generally a ton of really interesting information about worms in general.