skip_16157,
In the books i have they list the (Heteractis malu) a.k.a delicate anemone a.k.a sebae and its cousins as requiring expert care.
1. See if the tentacles can hold onto food. If they touch food the stinging cells should kind of stick to it. My doesn't have a choice if food touches it they stick. If it has lost the ability to sting it is on the way out. Research, research, research About.com is a great web sites lots of doctors and marine biologists.
2. Make sure you are not introducing metal trace elements, or copper like something rusting or bad/old filters in your water supply. If you are not using r/o i suggest you switch over slowly. Tap water could be the death of a anemone. So can copper pipes if they are old enough although my house has copper pipes with no measurable amount of copper showing up yet.
3. Check water parameters PH, Alkilinity,nitrite,nitrate, and ammonia. Any thing out of spec they don't want to feed.
4. Make sure nothing is messing with it so what else do you have in the tank. Does it retract light off,and open back up when the light comes back on.
5. What kind of light do you have on it.
6. Did it eat a the LFS. If the anemone was handle rough during collection or transport it may have already expelled all of its zooxanthellae. Anemones don't need to eat everyday or even weekly but 3 weeks is pushing it and the two i have although easier to take care of eat anything i throw at them or the clown.
7. If it looks good everyday opens/ closes and is not walking around or closed constantly its getting food from some where and is reasonable content. Mine love the maroon clown to get them going in the morning and keep them happy all day long. I feed brine shrimp, mysis shrimp, silversides ,formula one, clam and some coral heaven from tropocorium a huge frag farm in lower michigan. Trace elements are important but they can't do it all.
Good luck