How big was the Anemone when you purchased it? Anemones under 5 inches usually do not have a very good chance of surviving. When an anemone is taken from the wild and shipped from the distributor, to the wholesaler, to the LFS it is not recieving nutrients. In this case the anemone burns up the fat it has stored up. Small anemones have very little stored energy and starve while being shipped.
Second, did you ask to see it fed? Yes, part of the nutrients they recieve are form light, but the bulk of it comes from feedings. Anemones that don't feed at the LFS are basically doomed. Try a variety of food. Mysis, enhanced brine shrimp, krill, silversides, squid and other frozen foods may be accepted by the anemone.
Third, you say the anenome is rolling around the tank. Is means the conditions in the tank are unacceptable. Contributing factors are inapropriate substate, or inappropriate animals in the tank. You also could of acclimated incorrectly.
Most people do not know how to acclimate an anemone. The process should take several hours. Just like a fish only longer. Lights should be out in the tank, filters and powerheads off. When the salinity and temp match the tank slowly take the anemone out of the bag making sure not to tear the base of the anemone. Place itin the desired location and keep the lights and filters of for about an hour. You can then turn the equiptment back on.
Finally anemones are not easy animals to keep. They are probably one of the most demanding animals in the ocean. When you consider keeping an anemone remember how much care it will require. I have covered the most likely causes for your problems. However there are a ton of other factors that may be contributing.
Sam Reef-Remember, corals should be kept six months before the placement of anemones.