Seahorses are notoriously difficult to keep. They require perfect water conditions, a constant supply of live food and a very quiet aquarium.
As far as i know, they are now rarely imported from the wild due to over fishing. Wild horses do not fare well in captivity. However, there are a couple of breeders who supply young horses to shops and the public. Tank bred horses are a lot hardier and will adapt better.
If you do decide to keep a pair, do lots of reading up and join a forum such as www.uiltimatereef.net/forums/ and ask lots of questions.