Oh dear! Yes, I'd take the poor thing back and SMACK the guy that sold it to you for being an IDIOT! They say that these guys don't usually survive in our aquariums because we just don't know enough about them yet but best results have been achieved (not meaning that they LIVED, just they did BETTER than those without) by trying to imitate their natural environment as closely as possible.
1. Water quality must be pristine and fluctuate from that condition as little as possible! That MIGHT mean very careful filtration, never overfeeding, frequent smaller water changes, and a very low bioload (fewer fishies). No phosphates!
2. They recommend a salinity of about 1.025-1.026.
3. Temp: Average natural reefs range from about 78-86F and the book I'm taking info from highly suggests 81-84F for tank temps.
4. Trace elements: Can be tough to determine because they haven't been studied enough in the wild. Iodine, molybdenum, and iron are probably sufficient with proper water changes. Strontium is sometimes used by aquarists but, in this author's opinion, is unhealthy.
5. Lighting is highly important! If an animal is used to low light conditions then put in a tank with very bright lights it harms it. If they need high light, are used to low light, and are suddenly put in high light it harms it. And the opposite of all of that is also true. Generally speaking if an animal is LOSING color moving it GRADUALLY into a brighter lighting area may reverse damage, but only generally speaking.
6. Water movement is also very important and in some species doggone hard to replicate properly in a tank. Some types need a high level of water movement but won't tolerate point source water movement like from our commonly used powerheads. Instead they need the more natural water movement of the waves, the WHOLE BODY of water moving as one. I suspect that may be true in this particular case but hopefully someone who knows more firsthand will come along for you.
This is all info out of a really good book on reef inverts, not my own knowledge or opinion at all, so if anyone can add some pertinent experience, fantastic! Hopefully something in here will help others with this kind of dilemna.