It's always best to wear gloves when putting your hand in any aquarium. There are bacteria that are commutable to human beings. One being Mycobacterium marineii. See this link for gloves.
http://www.marinedepot.com/md_viewIt...roduct=ES09505
One way to feed your anemone, if you must, is use a wooden shish kabob skewer (buy at any grocery store) and place your piece of shrimp on the end. The anemone will take it right off the stick. You should not over feed your anemone. 1/2 to 1/4 piece of shrimp per week. Has your anemone moved since you placed it in the tank?