nope. but you really need to wash the sand thouroughly. Wash it well, soak it overnight in FW, rinse it again then soak it again in old SW (tankwater). At least that's what we do. The soaking in SW part is not actually necessary, but it helps in preventing the sand from clouding the water, heck it would even help avoiding sudden alk swings.
After you do that, the easiest way to add the sand without making a huge mess is to put it in small, clear plastic bags then poke holes in the bag and let the sand slowly pour out.