Put the anemone where you want it to stay. Like a cat, it'll sense this and do the opposite, wandering around to the back of the biggest rock. :P
All joking aside, new anemones tend to move. You can encourage this by placing it in a spot where you can aim a powerhead at it, and it will almost be guaranteed to crawl off in a few days.
If you are wanting to remove it immediately, that part can be tricky and can often result in damage when you are trying it for the first time, so I'll let other experts guide you on that.