Just to be clear, live sand in a tank is recomended because it houses many benificial animals and bacteria that can help clean and feed the system......as to how you get it, up to you,
as TX said, rock will seed the sand with many of these critters or a cup or two added from another established system....but buying wet, so called live sand in a bag from a LFS, does not hurt but does not really give you the organisiums like worms, stars, pods, snails and other micro and macro fauna that truly makes up a live sand bed...