Advice- you should really leave the stuff in the ocean, our reefs and natural flora/fauna are in enough trouble. There are plenty of places to pick up rock- dry or live.
Experience tells me you should look into local laws and regulations about taking wild stuff from the ocean. I know further south your not allowed to remove ANY rock and most stony corals are off the list. There are some corals and fish you can take, providing you have a fishing permit and understand the limit, ,size, and specie that are allowed to be collected.