Nudibranches or sea slugs are rather difficult to keep for many aquariusts. Ever try to baby proof a room or house, even when you think you have succeded you need to rethink and do more. You must (if you have a nudi) nudibranch proof your tank. Overflows, powerheads, heaters...etc.. all must be protected to keep them out or they WILL find a way in,..In the case of the powerhead its like a fish in a blender..not good.
Nudibranches are also kind of like the special forces, most of them purchased are for a specific reason, like some fish are for eating hair algae, or bristle worms or something like that. Nudibranches have specific diets, some only eat byropsis, some only eat other nudibranches, some only eat flatworms.
It depends on why you want to keep one. If it is only because they are cool then don't do it. If you are trying to correct a problem then reasearch the nudibranch in question and try to make sure you can provide the correct enviroment for it.
Thomas