To clarify a few of the previous posts -- assuming that the tank is mature and you possess the knowledge to care for an anemone, it really doesn't matter which you add first. If presented with their natural host species, most -- if not all clowns -- will quickly move from whatever they are hosting to the anemone. This is an innate characteristic and is not learned. It's similar to the attractive quality of catnip for many cats.
Introducing clowns near an anemone (without forcing them in) makes sense because clowns find their host anemones by smell. However, if the anemone is not the natural host, there is no guarantee that the clown will use it as a host.