I've seen several people recommend putting the sand in a pillow case and running water through it really well.... I've always just put the sand in a bucket, fill it up, run my hands through it, rinse, repeat many times. I understand the pillow case method to be much easier, though I have no first hand experience.
"What, exactly, is the internet? Basically it is a global network exchanging digitized data in such a way that any computer, anywhere, that is equipped with a device called a 'modem', can make a noise like a duck choking on a kazoo." - Dave Barry