It is not necessary to replace the sand each season. Open the top, remove the drain plug and let it drain fully. After it has drained, leave the drain plug out and reinstall the top loosely installed until next season. Do the same with your pump. If critters may be a problem, you can put a small plug of steel wool in the drain port. Next year, install the drain plug then do a deep cleaning of the sand, after which you'll be ready for the new season.
Hint: after you have drained your pump, put all small parts (drain plugs, etc.) in the pump strainer basket. That way you won't lose them over the winter.
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