here, read this. it will answer most questions that might pop up regarding lions.
http://www.reefkeeping.com/issues/20...ture/index.php
specifically for yours, brine shrimp is probably too small for it to even regard as food. have you tried soaking it anything else that might make it more appetizing? What was the previous owners diet for the lion? If prepared food fails then you might have to resort to live food just to get him feeding.
remember though that lions can go long periods of time without eating. especially since this one was just introduced into the tank. Three weeks is not uncommon.