Xenia has been labeled a "poor shipper" by some salespeople, the site you mentioned even said they are difficult to acclimate. They listed both float and drip acclimation procedures. Just as a note to future purchases, I have personally had much better success with the drip acclimation process.It is also the way SWF.com recommends for all new creatures.
Below is a cut & paste quote from the place you mentioned that was lower on the page:
"Some live corals produce excess slime when shipped. After the acclimation procedure is followed, hold the coral by the rock or skeletal base and shake the coral in the shipping bag before placing into the aquarium. To avoid damage, please remember never to touch the "fleshy" part of a live coral. Many species of coral will not open for several days after introduction into their new home. Please allow several days for the coral to adapt to the new conditions in the aquarium."
Good luck, give it some time. Keep us all posted on how they turn out.:yes: