Is the photo below a picture of the beast in question?
If so, this species is NOT a sand sifter. In general, if you see a cuke at the LFS that is up on rocks, the glass, etc, it is a filter feeder and will not clean the sand. Also, if it has long branch tentacles like the one below has, that is a sign it is a filter feeder. Sand sifters have stubby dust mod type tentacles.
You must be feeding filter feeders in the tank in order for them to do well. They don't really benefit the tank except for a touch of color, and some overall coolness.
I have not heard anyone having trouble with this species poisoning the tank from stressing out, but watch for them getting into powerheads...a real risk Read up on proper acclimation of echinoderms (which should be a looong drip method).
The species is Colochirus robustus. Perhaps further searches here and other boards will give more insight into their potential for poisoning things.