I've done this before with sand from an isolated part near Destin. Just make sure your area has little pollution, and the sand is really really clean.
Take dry sand and rinse the heck out of it with fresh water. Rinse and rinse and rinse, and when you think you're done, rinse a few more times just to be sure. After I rinsed mine, I let it dry (spread it out on a cookie sheet under a heating lamp) and then I rinsed it again XD . After that, my parents have this cool sterlizer, so I used that to sterlize the sand... then I gave the sand a quick rinse and put it in the tank. I had to do it in small batches because I only had one small cookie sheet.
Yes, I really did rinse that much. My tank has been running for a while without any issues, and my fishies are fine :)