In my experience (with two hawaiian blues) these fish have a strong stress reaction to acclimation/transportation and what not. ASSUMING your parameters are good and the fish is being acclimated properly, it may be the fish freaking out. Darken the room and minimize noise (and shaking of acclimation vessel). If all goes well, it will probably still freak you out by mottling its colors and trying to camouflage itself with a rock. Give it time, it will be ok.
Do be certain your parameters are good first (ideally before getting the fish, but you may very well have done this). If so, keep things calm and your little guy should come around.