Might have been on too tight - if you have a plastic toothpick, you can stick the toothpick horizontally at the base of the coral and have elastic bands around the toothpick. In a week or so the coral should be attached to the rock, and you can take the band off and pull the toothpick out.
Oh, and you posted this in the Classifieds forum, should've been in the Marine section
Cut the stem of the coral in an x.
then splay open the newly exposed flesh to the rock where you want to attach the coral.
It should only take a day or two to attach in this fashion, an elastic band can help to keep it there until the coral affixes itself.