to add to jericho, while running the water in the bucket, use your hand to turn over the sand to get as much small particles out as possible.
But, I say skip the play sand, and get medium or 30 grade/grit sand, it should be right next to the play sand for roughly the same price, but the grains are more uniform so it's not as dirty as playsand, but it still needs a good rinsing, just not as much. I have sand in my tanks and I love it, good luck.