OK Mark.
People who buy them from me store them in the refrigerator and gut load before feeding them to their tanks, or, they set up a holding tank with an air line and feed them on spirulina or Tahitian Blend, which I supply them with.
Stored in a refrigerator, they will live for between 3 to 5 days, and most look dead until the water is warmed up again and they begin swimming around again.
The preferred method is obviously to use a holding tank, but it means doing water changes every 5 to 7 days, depending on whether or not you feed too much or not.
Water changes can be delayed a lot by using a product called Cloram-X, which removes the ammonia.
Hikari sells a liquid version of Cloram-X