I actually have kept jellyfish before, but you need special equipment for them. There is a round sort of goldfish bowl that is becoming more popular, BUT avoid that at all costs!!!
There is a massive risk of the jellyfish scraping themselves on the rough substrate and being sucked into the filter!
Avoid jellyfish art's tank.
The good tank is moon jellyfish dot com from sunset marine labs.
It is expensive, but this will help you in the long run if you want to keep jellyfish alive for more than 2 weeks. I actually have a tank that I'm not using right now, and I'm not using it because I'm in school, and it's extremely heavy to bring it back and forth between home and apartment (I'm in college), especially with all that water.