As long as you have the patience and a suitable large oven proof dish to put it in. Just make sure that you bag it in such a way that you won't get any moisture in it. While baking the sand helps to sterilise it the other equally important reason is to completely dry it out as play sand is always 'vaguely moist'. Keep in mind it needs to cool down completely before bagging it again so it'll probably take some time to do. Also be careful not to get hot sand on you - it hurts.
I 'cook' mine in an old but clean Pyrex casserole dish on the highest setting for 30min. Halfway through I take a wooden spoon and give it a good swirl around. At the end I swirl it around again and leave it to cool in the oven. I don't do a whole bag at once but instead do a batch once a week when I change my hamsters litter tray and sand bath. I find it really easy to do and no bother at all. Play sand is significantly cheaper than other alternatives like Chinchilla Sand. This way I can provide my hamster with a really big litter box that he adores digging about in and I don't have to ration the sand to make it last or cut costs. I also don't have to faff about sieving through the sand for 'bits' just so I can reuse the sand. I just chuck the lot and put in fresh sand. Easy peesy
I get the Argos brand play sand :
http://www.argos.co.uk/static/Produc...er/3650574.htm . At £2.99 for 15kg a bag lasts me 2-3 months, but that's going to depend how much you use (I use alot - did I mention my giant litter tray/digging box?
). Personally it's so little bother sterilising the sand I don't know why anyone would spend the money buying off the shelf alternatives.