My guess is the tanks to new and that you dont have enough light for the anemone.
So yeah,its probably going to die unless you take it back to the store.
Sorry to sound harsh,but thats just life in a fish tank.
Yep...get it out of your tank asap...it sounds like you have compact lights, they may seem bright to us, but not strong enough for the anemone...sorry.
No problem. Shrimp are awesome critters and fun to watch; it's kind of unfortunate that they are "asleep" most of the time that we are watching our tanks!!