I got curious so I thought I'd try to find it on the net. Anyway it is a Periclimenes Koroensis more commonly know as a type of Aneomone shrimp. There is pic's of it in the shrimp/crab identification section (on canreef) under aneomone shrimp part. There is also a pic. under this site
http://www.eyefathom.com/photos.php?picID=1405 Unfortunately these sites only tell you what it is not how to take care of it
I don't know about all shrimps but the 4 different shrimps we have all love mysis, reef roids, and marine pellets. Ironicly they love the mysis the most!