It is easiest to take what you're fragging and what you're attaching it to out of the tank and just pat it a little bit with a towel. Most things take a lot of glue to adhere well. For larger leathers that I've fragged, I superglued it to the rock, then "sewed" the frag to the rock since the glue usually isn't enough to hold large pieces. Things like mushrooms and other polyps are harder to glue since they stay pretty wet. If you can get their "foot" covered with sand, then it will make it a little easier to attach. Putting fish net over them also helps to keep them stuck to the rock while the glue sets and the frags attach naturally.
I glue sps and other small things right under water with no problems either.
-Justin