I've not seen any yellow anemone's myself. Sounds like it may be dyed. I would not chance it. Do you have the system to support any anemone?
Here is a quote from another site:
"The second most common problem is dyed anemones, usually Heteractis crispa (Sebae Anemone). Dyed anemones have been injected with a liquid dye that will wear off over time. Again, supplemental feeding is a must to help this anemone pull through. Please avoid these dyed specimens when you select your anemones.Please remember that anemones are not to be kept by the beginner. They are beautiful animals that require specific attention. "