If this is your first anemone. I would personally leave it be. Moving them will only make it more angry and make it want to move around the tank. Because they have no brains/eyes, etc.. any kind of irritation or stress will only cause it to move more to find a spot where it can be left alone and where it receives proper light and flow.
However, if done very carefully.. they can be moved (you take the risk of it moving around on you even more though) You want to very gently pry the foot (the base that sticks to the glass/rock) And pry it off very slowly and very carefully. After doing so.. I would find a nice crack in the rockwork to place him and in an area there is good light, and moderate flow. If this isn't possible I personally would adjust flow and rocks to accomodate (sp?) the anemone. I have always had good luck with my anemones not moving. I simply pick out a spot in advance where I think there is a nice crack it would like to suck himself into, receiving a good amount of light ,and a gentle flow. Only one of the MANY I have kept decided to move around on me.
Sorry for the long post, good luck. And be careful if you decide to move it!
