Changing your sand is best done when your pool is just being opened in the spring, while the plumbing is disconnected.

Take the valve head off the filter.

Before you do anything else, take a piece of duct tape and put it over the hole on your lateral assembly (center pipe), this will prevent sand from going into this pipe and shooting into your pool.

Make sure that the drain cap is off the bottom of the filter.

Remove as much sand as possible. The best way to get the sand out is to use a shop vac, or it can be dipped out by hand.

Take your garden hose, rinse out the bottom of the filter then let it drain.  If you had sand shooting into your pool before changing your sand you need to remove the center tube and fingers (screw out or fold up) and inspect them for breakages or cracks.

Put the drain cap back on your filter.

Make sure your lateral assembly (center pipe) is setting straight up and down. Put water in the bottom of filter, just above the fingers (spoke assembly).

Slowly cup in the first bag of sand, proceed with adding the rest of the sand, when you are finished adding sand, make sure you take the duct tape off the lateral assembly (center pipe).  You are ready to put your filter back together.

When first running the filter with new sand, filter will purge itself by blowing a small amount into the pool.  This should not continue after first or second use. If sand continues to blow out then the lateral assembly (center pipe) was either cocked when filling or has a crack and needs to be replaced.