If its constantly roaming, then it can't find the conditions it likes. You'll have to somehow create the conditions it likes. That means changing flow, increasing lighting, etc etc. What kind of anemone is it, how big of a tank do you have, what kind of lights do you have, and whats your flow turnover rate? also, i've heard a way to get one to settle down once it's picked a spot for a day or so, let a piece of food (shrimp or silverside, etc) drift into it's tentacles. The anemone will realize that it can find food in that spot and is more likely to settle down.
You really need to find out what isnt right though, and right it as soon as possible. Is it trying to move higher on the rock work? if so, it may need more light. If its staying low it may be looking for more flow.
some specifics will help us determine the problem i think...