Dean I guess you are pretty much finding this out by now, but those type of gorgonians are pretty hard to keep alive too long. Since they rely totally on food they get out of the water, they tend to starve in most tanks. The trick is to find some type of food that you can add to the water that the gorgonian will catch and survive on. Since you have to add that type of food, whatever you decide on, then you start dealing with the breakouts of unwanted algaes due to the extra nutruients now in the tank.
I would try a self made mixture of food items that you blend into a very fine mix with a blender. In fact I have some stuff (Golden Pearls) you could add to the mix, along with some Cyclop-eeze and other stuff that you might find in a good home made coral food mix. Then maybe target feed the gorgonian with a turkey baster when you see that polyps extended. You might have to try feeding when the lights are on as well as when they are out. That is a very nice gorgonian, maybe you will be one of the lucky ones that can keep one.