Gorgonians are a little tricky sometimes, because they have a lot of drag and can be a pain to keep mounted until they develop a good holdfast. The key is to be sure that they are supported firmly and the adhesive is set before the gorg is exposed to the current.
There are two ways that have worked for me. One is to use super-glue gel (I use handibond I got from Dr Mac), but no brand will poison the tank. Some may stick better, but I haven't experimented too much. Anyway, try to place the base of the coral into a crack or other feature that will help support it. It's easiest to start with the coral and rock out of the tank, apply a blob of glue to the base of the coral, put it into the spot on the rock and then hold them underwater while the glue sets. The water speeds the process and removes the heat produced by the glue setting. If you are concerned that the glue may not hold in the current, lay the coral on its side for a day.
My preferred method is to use regular household two-part epoxy putty, which comes in sticks. Just make a blob of it, make it into a small cone in the spot you want the coral (again, using a crack in the rock for support is very useful), and insert the base of the coral into the cone. If possible, leave the gorg on its side for a day or so, until the epoxy is fully cured.
Some say never to remove gorgonians from water, but I have never had a problem when I have mounted my frags, and the section on propagating gorgonians in Sprung and Delbeek instructs you to remove the corals from the water.
I am assuming it's like most of the red gorgonians I've seen, and isn't too fleshy. If it's really meaty, you would want to remove the tissue from around the axis (the rod on the inside) and glue the axis in place. This one can be glued or epoxied directly to the rock.
