Call your local garden supply place and as them if they have Mason sand... Its also known as play sand. AND its cheaper to buy it from them than Home depot...
How much do you need? We built a 6 ft x 6 ft box and I think we needed one yard... (funny story... I asked the lady on the phone and she "figured out" that we would need 9 - 10 yards to fill the box. lol One filled it to the top!!!! It would have been like a tractor trailer filled with sand... Thankfully hubby checked their #'s before we ordered it.)
You may be able to just get a few pounds if you go get it, but check around. I can't complain about the quality of the stuff we got. It actually falls right off of the kids even when wet... It did have a few pebbles and stones in it, but as the kids find it, we just put them on our stone walk way...