A very good method is to get a PVC pipe barely larger around than the nem with an elbow at the end. The pipe should be about 2-3x longer than the nems' column. A sponge is then applied around the bottom edge so the nem can't escape, and the pipe attached somehow to the rock with the elbow facing *away* from the light. The nem will climb into the tube within a day or two, at which point you can remove the tube.
A second common method is blasting the nem with a power head until it lets go, usually within a day... However, this can send it flying somewhere else so it's important to keep an eye on the tank when doing this method.