I just changed mine over to a DSB 2 weeks ago. I took everything out, cleaned the tank, rinsed the sand(I used Southdown) and put the sand in. Then I covered the sand with aluminum foil. I put some small rocks on top of the foil to keep it in place, and then added the water(at the proper temp). Once 3/4 full I removed the foil, and then added the live rock. It really keeps the cloudiness down.
note: the tank will stay fairly clear as long as the water does not disturb the sand, so where the foil overlaps, and along the edges, make sure it is held down well with rocks.