You didn't know what to do because you were in a state of shock, but then find a group of military soldiers, and tanks from the other side of the mutated worm as they were blasting away at it with every piece of ammunition they had. Of course, like in most superhero stories, the worm was immune to bullets, and tank fire.
"Foolish humans," the Mole Queen says. "Try as you must, but it'll take more than just herds of your military to try, and stop me." The Mole Queen's worm shot one of the buildings next to it, which caused some chunks of it to fall off, as it began to land on where you were standing. Just then, as you close your eyes from the fear, you felt yourself being carried, while still holding onto the hot-dog you were eating before the worm attack began. This would make sense, because the person who was holding you was a superhero.