The pipe shown here is 4130 steel - 3/4" in diameter with a wall thickness of 0.035".
The point of using sand is to support the pipe (keep it round) so that it does not buckle when bent. It worked for me!
Plan ahead - the end closest to the bend will likely have to be cut off and discarded.
Step 1: Pack your pipe
Step 2: Bend!
Step 3: Finish it up
The picture below shows the slight dimple in the center of the bend. Unfortunately the method is not perfect but I am very happy with how this turned out (the pipe is a new steerer arm for my bamboo box bike http://www.instructables.com/id/Intro-How-to-Design-and-Build-a-Bamboo-Cargo-Bik/ )
One last thing - you can heat up the pipe with a torch before bending to soften the metal and get a cleaner bend. I did not want to mess with the temper of the pipe so I did not do this.