They are non-photosynthetic, they are filter feeders so you need to feed phytoplankton.
I think they would do better in a higher nutrient softy tank than in a SPS tank.
When my hair algae is 100% gone I might attempt one, because they remind me of a real reef so much.
*edit* apparantly there are some photosynthetic ones, here is some links:
http://www.geocities.com/capecanaver...orgonians.html
http://www.peteducation.com/article....articleid=2791