Thanks Rick. I actually made a noobie mistake and bought one without fully realizing what it is - wasn't paying attention to the color of the foot.
After doing more research, I created a nice deep silty sand bed in a part of my tank with good light and flow. It wouldn't attach, but it wasn't moving either! Very frustrating. After a couple of days, I was working in the tank and created a big mess with the power heads. Most of the silt blew away and the anemone blew into a crack in the rocks head first. I tried to gently nudge it out, but it finally attached!!! Errrg! Head first!!! To the rocks!!! It turned itself around and it's foot is now in the cave where my convict blennies live. There is some sand around it, but it definitely seems to want to attach to rocks.
P.S. I am a little worried about the convict blennies. The anemone is only 4" and they are 10", but what happens when the anemone gets bigger? Will it eat them?