It never ceases to amaze me what you can find hitchhiking on live rock.
I also tend to take a live and let live attitude with surprise introductions in my tank. It is important to attempt to ID them.
I think it's cool that you're planning to let this guy live. However, I would think about setting it up in its own species tank. That way it does not have a clean up crew buffet available at all times (talk about expensive taste!) and you can keep a CUC in your reef. You may be able to get the whelk to eat live clams or snails commonly for sale in asian markets.Oh, and I think you should name it "Lawrence"