Anemones generally don't do well in new tanks. They need good stable water quality and strong lighting.
Are you sure he isn't just closing up? If he's just pulling his tentacles in, thats normal. Going inside out is usually pretty bad.
For the future I would post all your tank conditions when asking about a problem, lights, filtration, how long the tank has been set up, etc. That's the easiest way to get good help and advice. Because really what you want is to prevent this from happening again.....