Often when they have been held in display tanks for a while they lose their 'stick'. I have found that you do need to basically keep them 'confined' with rocks, not too tightly, until you see them actually starting to stick onto the rocks properly.
Do you know what kind it is? They all have different preferences as to where they stick eg BTAs close to light and flow with foot under a ledge, the tube type ones like to be stuck between rocks and not so much light, the sand anemones, down low close to sand, not necessarily in it.
As you have probably already found out, if they can't travel by foot to get to where they want to go they inflate themselves and cast themselves into the current and go where it takes them - yayyyy!!!!!