I used the bucket method. fill a 5 gallon bucket halfway with sand and stand it at a slight angle. then put a hose in the bucket and move the sand around with it. the small particles will flow over the side of the bucket.
Now, with PlaySand, there's a good chance that your water will still be cloudy after putting the sand in the tank even though the sand is as rinsed as you could get it. DON'T WORRY, a few water changes will take care of that and get your water crystal clear.