I've seen btas stuck in power heads when there was no live rock in the tank, they will move on glass just as easily as rock. If there is an intake of any sort, it needs to be covered. Not only can you loose a nem needlessly, if you don't catch it in time, you could loose a lot more. The headaches just aren't worth the risk.
Okay, the plastic mesh for covering. It was 78c or so at WalMart. It's in the craft section, look in the needle work area. It might be called plastic needle point canvas or some variation of those words. It comes in different colors too, you might be able to match your powerheads

We used zipties to secure ours.
Generally btas will hang out in the rock. They seem to like caves and crevices to keep their foot safe and to retract into at night. They'll stretch out into the light during lights on.
Until they find a happy spot they tend to wander the tank, and this includes the glass. Even after they're situated in a spot it's important to keep intakes covered because you never know when they'll go walking, sometimes very minor changes will lead to a walk about.
Good luck! Keep researching and asking questions, these are really neat animals to keep if you do it right.