Water is probably what is ruining your attempts to replicate this product. Water simply won't mix with the plastic resin they're using. You will have to rigorously dry the sand you're using -- for example, in a very low oven with lots of ventilation.. Like Borek: said, its unlikely they're using beach or river sand, maybe not even construction sand. Years ago, there was a product called "moon sand" which had similar properties. One of its secrets was that, while not actually from Earth's moon, it was physically similar. Sand on earth is silicon dioxide tumbled over itself, giving rounded corners that tumble past each other on each particle. The "moon sand" product was physically similar to the lunar regolith -- very sharp edges, that can interlock over short ranges.