it could be a couple of things..
1. lighting..if you got them online, the tank they were originally in could have either had a stronger or weaker lighting source than you currently have. If so, keep them in the shade or slowly give them more light - - - place them towards the middle.
2. water parameters..have you tested your water? salinity? some times zoas do not like too much flow, sometimes they do! it all depends on how they were with the previous owner!
post some pictures of the zoas maybe you are going to have to iodine dip 'em