J.H.
Due to biting bugs and the possibility of animals using the bathroom in just a pile of sand, you should get some type of covered container to use as a sandbox. You can just buy one of those hard plastic pools at Wal-mart for about $15 and cover it with a tarp. You should also buy play sand instead of just any old sand. Play sand has been specially treated to remove some type of bad bacteria that is very harmful to children. You can buy play sand at Wal-mart pretty cheaply.