How old/mature is the wrasse and what length?
What fish have you been attempting?
The problem with this and many species of Thalassoma is the older they get, the less tolerant they become. While they do great with any fish added before them (even other wrasses), anything later on can be a bit tricky. There is also the tendancey with this fish to be very "playful" and inquisitive. It may appear the wrasse is chasing but may simply be playing. The two types of fish I find Lunar wrasses have the most problem with is blennoids and goboids. Adult Lunars have been known to kill them on sight.
If this is a juvenile wrasse (which is the only way to purchase this particular species), most of your issue is play. In which case removing it/returning it until your other fish are in and then re-introducing it later will work. If this is an adult Lunar, you need to be very wary of what you can introduce. The tank size is not that great given it's potential size and activity level.
Cheers
Steve