And you need to use clean dry sand, the type you can get for Childrens sand pits etc (play sand) as you dont wanna be putting a couple of bags of B&Q damp stuff in...Oh! and not from the beach either!
Even better is to use kiln dried sand.
The likes of childrens playpit sand may still contain moisture that may rust stands and most places such as DIY stores that sell playpit sand tend to keep it outside.
I've been told kitty litter works a treat. Bone dry - dirt cheap but not quite so heavy as sand. Also you don't have to mess about putting it into plastic bags either.