Evil can be defined as "that which is harmful to myself and my tribe".

Lovecraft and Castaneda both referred to "them" as beyond our human concepts of good and evil. Personally, I try and avoid the terms.

I think they come from a region of the physical universe where things are much different than here. Hence to us they seem utterly alien. Possibly they just do what seems "right" to them, for them and their tribe, much like the wasps that felnik mentions. Possibly they provide a very needful function in the universe and thus are neither unnatural nor evil.

I'd still protect myself from them.