It's not so much that no one knows anything about these animals in general, it's that we know nothing about your animal in particular. It's very hard to give advice on the care of an animal when its identity is unknown, and this is why people always stress how important it is to research your purchases *before* you have them in your aquarium. I have no idea which species of sea pen you have (most likely it's one of the 50 or so tropical species of Virgularia or Pteroeides if it looks like a feather and is grey and white), but I can give you some general info on the animals in these genera.

First off, they lack symbionts and being non-photosynthetic, they need to be fed, and fed a lot. They prey on tiny plankton such as invertebrate larvae, ciliates and the like, so you'll probably need to start culturing rotifers if you hope to keep it alive (even newly hatched Artemia are usually too big for them). In order for them to feed, however, you first need to make them happy enough to extend fully. In most cases that involves two things: 1) proper current (these animals seem to be found most commonly in areas that average ~5 cm/s or so flow rates), and 2) very fine sand (or better yet mud) in which to bury their "foot" (this is really a highly modified polyp that provides the attachment point for the other polyps in the colony). Crushed coral (especially stuff in the 3-5mm range) is simply too coarse for the animals to borrow, and if it tries to burrow at all, it will likely cause as much damage as good due to laceration of the axial polyp. Most sea pens seem to extend fully out of the sand before burying into it completely ­ they like to be able to retract to within the sediments for protection and are rarely happy unless they can do this. Many species need something on the order of a full body length (and many would suggest 1.5 - 2 body lengths of the fully extended animal) of very fine sand for them to burrow and establish in this way. Given that the genera I am guessing you have average 25-60 cm in height, that means you're going to need a pretty darn deep sandbed to have any hope that this animal will survive long-term.

Given what you've described as your setup I would have recommended that you avoid a sea pen, and if you hope to keep it alive for any length of time, you're probably going to have to make some major changes to your setup. I don't mean to sound harsh, but it seems you were ill-prepared for this purchase and there is probably little chance that the animal will survive in your tank. I would suggest that you consider posting a message like this prior to your purchase in the future to save yourself and the animal an unpleasant experience...

Just a bit of background: I saw the pen at a (non-favourite, unskilled, unqualified) LFS about 3 weeks before buying it. I was actually surprised it lasted that long, because they obviously had no clue what to do with it, neither did their customers.

I can definitely sympathize with your situation -- been there, done that ;)

The day I bought it, it was extended for the first time since I saw it weeks before. It was in fact moving around looking for an anchoring spot, crawled up partially under an anemone - in a tank with about 1/2 inch crushed coral, much coarser than mine.

That's a good sign -- as I said, they usually go through this behavior when looking for a new place to burrow, and the fact that this animal was showing those signs in such a lousy setup suggests that it's a healthy colony.

Now that I type colony there I realize that few people probably know that a sea pen is not a single individual but rather a highly differentiated colony... I guess I should explain what a sea pen actually is -- just in case this is news to you. They are cnidarians and along with the true soft corals and gorgonians, they are members of the Subclass Octocorallia. Pennatulacids (the technical names for sea pens and sea pansies) are actually colonies of many polyps (like a coral head) rather than a single animal (like an anemone), and there is some pretty cool division of labor among the polyps. When a larva first settles, it metamorphoses into "founder polyp" which becomes the stalk from which the other polyps in the colony arise via asexual proliferation. The colony is composed of a series of gastrozoids (the feeding polyps responsible for capturing food and nourishing the colony), and siphonozoids(respiratory polyps responsible for moving water into and out of the colony to allow for gas exchange). The entire colony is typically arranged into a bulb, which is buried in soft sediments (very fine sands and muds on the sea floor) and an exposed portion along which the remainder of the polyps are found. Both the bulb and the upper portion of the animal are strengthened by an axial rod that consists of a mixture of hard organic material (like a gorgonian) and calcium carbonate (like a stony coral), but the animals are highly contractile and can expand or contract greatly depending on conditions. The "feather-like" shape is an adaptation for increasing the spread of gastrozoids into the water column to maximize the prey capture rate of a colony while also minimizing drag in the turbulent water in which these animals are typically found. Each gastrozoid is capable of producing gametes for sexual reproduction but all polyps in a given colony are either male or female. The animals free spawn and produce planktonic larvae that develop in the water column, so reproduction in the aquarium is highly unlikely.

It's also worth noting that many of the sea pens are entirely or primarily nocturnal, and there is a reasonable chance that your pen will only occasionally be open and visible during the day once it settles into the tank. This is a double-whammy for you because you may not see it all that often and you'll need to make a concerted effort to feed it at night. I'm not a big fan of the "stir your gravel to feed things" school, but it's certainly going to do better off detritus from the gravel bed than if not fed anything. You might be better off looking into using APR (Artificial Plankton Rotifers) or the Golden Pearls (rotifer size) available from Aquatic Ecosystems Inc or Brine Shrimp Direct as a more nutritious and suitably sized food that is simple to feed...

I simply bought it to see if I could give it a fighting chance, since I have gravel spots of about 5 inches deep - all I need to do now is replace a spot with fine sand. I have quite a bit of stuff drifting around in the water. I have also read they could be fed (partially) by stirring up the gravel around them. The remainder of the feeding I should be abled to cater for. If I don't succeed - hey, at least I gave it a chance!

True enough, as long as the LFS doesn't decide to bring in more because this one sold. I'm always torn between letting the animal stay where it is so that the shop won't bring them in anymore (if no one buys them and they die, the shop will stop ordering them) and buying it to save it and therefore encouraging the shop to order more because they can sell them. I'm not sure which is the better way to go in the end, and I guess I split my decisions about 50/50 :(

If it did not sound like you knew what you were talking about, I would have asked you if you are sure it needs such a deep sand bed. I can supply about 8 inches of depth without changing anything, and I reckon that's where I will start, keeping a close eye on it.

That's really impossible to answer without knowing which species we're discussing. Some species (such as the unusual Cavernularia which looks more like a bottle brush than a typical sea pen) could easily thrive in a bed as shallow as 3 or 4", many species need something on the order of a full body length to have a decent chance of being happy (even if the grain size is right). The depth of the sand bed is probably less important overall than the particle size and the flow rate, however. Without the proper particle size (something like the ESV oolitic sand) and flow regime, the colony won't even try to burrow most of the time, and even if it did, it would most likely move after a short time. Even with my Cavernularia pen that has been in the same spot for the past 5 years, I rearranged some rock in my tank when moving a bunch of animals to a new aquarium last month, and despite the fact that I could see no difference in the flow pattern where the pen was buried, it was out of the sand the next day and burrowed in a few inches away from the original spot the day after that. It doesn't take much disruption of flow for them to decide to move, even when the sediment grain size is right throughout the tank. I hope that your choice of a location to set the pen meets with its approval, because otherwise you might be switching your whole gravel bed to sand over the next few weeks as you follow the colony around the tank ;) I wish you the best of luck with your pen, and I hope that it settles in for you -- they are really fascinating critters!