So far Out on a Limb seems to have given the best answer. It is not a good idea to have super glue gel come in contact with the fleshy part of the gorgonian. If you combine this method with Volitan's suggestion of drilling a rock, and then gluing the gorgonian in place it will work just fine.
If you do not wish to use super glue, you can drill the rock, cut back the fleshy part. Stick the gorgonian in the hole, and then pack the hole tight with styrofoam. The flesh will grow back, and should cover the styrofoam. Try to make the hole fairly close in size to the stripped "trunk" of the gorgonian.
It will not attach good enough just sitting on a rock.
You may want to forget what I just said, I just read your post again, and realized that it is a deep sea yellow gorgonian. If there is a good area on the bottom of it with no flesh, (a woody area), I would super glue it to a rock. Make sure the 2 areas fit well together before gluing it. Make sure you do not get any glue on the yellow area. The above mentioned procedure works well for other types of gorgonians, but I have not tried it on the yellow or red types.
Best of luck.