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Open the arm on the windiest side (generally the oceanside), and fill its sand pocket.

Then open the arm in the opposite corner, and fill its sand pocket. Repeat this for the remaining two corners.

Finally, ensure there is no slack in the columns. As the beach is typically uneeven, you may need to raise or lower the sand a few inches underneath the sand pockets or possible palce the sand pockets further away from the center pole.