No, I didn't take anything out. I moved my rocks to one side (don't have many) and set the hermit crab over there, and just scooped away. Then move everything to other side, repeat.
The sand I poured into a bucket and rinsed under the bathtub faucet, stirring really well until the water was pretty much clear. I'd say I completely rinsed each 15 lb bag 10 times (fill, stir, dump x 10).
Then I just used a plastic container to scoop the rinsed stuff into the tank. When I got to the bottom of the bucket, there was some wetter sand that I didn't want getting chlorine in my tank, so I added a couple scoops of aquarium water to the bucket and dumped it out again. I don't know if that helped, but it didn't hurt.
The only thing I was worried about was covering my snails with sand, because once the water started clouding up I couldn't really see where they went. But they all made it.