Depends on the whelk,....but from the local waters the one snail you do not want in your tank is an oyster drill....unfortunately, they are one of the more prevalent species on the jetties and are collected alot, mis-identified and then they wreak havoc in your system.....

I live in Port A and have the opportunity to collect whenever....having said that....there isnt much around that I would collect and actually keep in one of my tanks.....with the exception of peps and a few fish species, that would be it.....thats my two cents.....
I would keep snails if I was 100% sure of what they were....I have had a horse conch before and it was awesome,...one of the coolest things I have ever had in my tank, and caught it snorkeling 3 minutes from my house....unfortunately I got rid of him due to its shear size and the fact that it would completely re-arrange rockwork in a day....but for the most part I stay away from most of those organisms....