Sohal's are very ease care fish so if yours is a good one he will eat pretty much anything.
What size is it right now?
When I got mine he was about 4" and kinda skinny; not bad but obviously hungry looking. He didn't eat much initially either but that soon changed. Try Mysis and/or brine to get him interested and always keep a good supply of dried algae in the tank (the Ocean Nutrition Seaweed Selects are great; the green one especially). My Acanthurus fish generally show less interest in the macros than my other tangs but some people report great success. Mine eats everything now; I've had him about a year and he eats flake, mysis, all manner of frozen foods, chopped meaty foods, u name it. He's a fat 7" now and very healthy.
The key is to not give up; keep putting stuff into the tank (seaweed sheet) and try the shrimp a few times a day. Eventually he will get the message; remember he's not used to getting his food this way so has to learn how to eat again. I usually tie the seaweed to a piece of rock; the clips didn't work too well.
--Damien