I feed mine chunks of frozen Mysis (let them thaw a bit first!), chopped raw Tiger Shrimp pieces, feeder guppies... they'll eat just about anything meaty. I feed about once every two days, and I feed the rest of the tank at the same time as some of my other inverts (cleaner shimp in particular) will pick at the food before the anemone has a chance to eat it unless they are distracted. I like to use aqua tongs to reach food down to them.
All you have to do is touch the food to a tentacle. It will stick, then you can just let go with the tongs and move back. The anemone will wrap his tentacles around it and slowly pull it into his mouth. It's kinda freaky.
Perhaps others have better ideas, but this scheme has always worked for me.
Oh, and BTW, my LFS told me the same thing when they sold me my first one. Yeah whatever. It's far too much fun to watch them eat to not feed them...