Cut four sections of 2-by-4 lumber into 24-inch sections. Lay them together to form a square and drill pilot holes through the corners. Screw the boards together with 3-inch wood screws, using an electric drill. Repeat this process for three or four screening boxes, depending on your needs.
Cut various grades of steel mesh to fit each box. Use the widest opening in the steel mesh of about 3/4 inch to sift out the larger gravel stones. Half-inch steel mesh will give you a smaller grade of gravel while 1/4-inch screen separates the smaller particles of stone. Build a final screen with 1/8-inch mesh if you want fine sand.
Clamp the screen to the box with steel reinforcing deck plates along the edge of the wooden frame. You can use nails, but screws will give you a more solid fit and are easier to replace if you poke a hole in the screen.
Add ball bearing wheels to the outsides of the wooden frames if you want to shake the box back and forth more easily. Bolt two wheels to either sides of the frame about 2 inches in from the end so that only half the wheel extends below the frame.