I have a friend at work that has xenia up the wazoo, so she's given them to me a couple times. The first time in my 15 gal. at work, they never pulsed like they did for her and after a couple weeks just melted away. When their heads start to look like little fists and they become more grey than pink, you're in trouble.
I also took some home to my 29 gal. and they were in the bag with no A/C for too long. They tried to survive, but the high temps must have killed them off. They, too started to wilt and turn grey. Their little heads stopped pulsing.
Just keep an eye on them, several LFS have told me that sometimes you have to start them 2 or 3 times before they take off in your tank. They aren't photosynthetic, so lighting shouldn't be an issue, but they do need reef addititves, I think.
Good luck, I'll let you know if my next xenia experiment is successful.