Depends on your home country and it's customs laws.
Canada will frown upon it..but I think sand is not as much of an issue as seeds or soil.
Australia..forget it. Don't even try. They will even take soap away from you.
The US will also not allow soil or agricultural products without having you fill out a different form and being delayed by inspection. I could be wrong, but I belive the US does not differentiate between "Sand" and "Soil", even though non-beach, desert sand is considered generally sterile..you never really know.
Why bother? Sand is sand no matter where you are..powdered rocks.