I've seen these before and no one around our area (or on the boards) knew what they were. We got one in a bag from a LFS when we bought a coral. The guy at the store pointed it out to us as we were checking out - he said they had seen a few of them but no one knew what they were. Exactly like jcgoguen said, they chill out stationary like a regular ol' anemone, and then all of a sudden they detach and go cruising around, swimming on their own. And they definitely swim on their own the ones we saw were swimming about the bag of water while it was sitting on a counter in the store. I would agree with the jellyfish/octopus like swimming method.
Hope that helps...?