Lonannuniel: As far as I know there are different grades of sand, and you need to buy something especially for horse arenas, not just plain old sand. That's the extent of my sand knowledge, sorry =P I've never seen any problems as long as you take proper care of the arena, so I think anything that is meant for an arena will do. However, I have seen a perfectly good arena go to ruin in about a year due to negligence, and the sand turned very hard and packed. Mostly the people didn't harrow enough, didn't pick up the poop (BIG problem) and didn't water enough to keep the dust down. If you do these things your arena should stay fine, I believe. I personally never knew you could mess up an arena until I saw what happened to my last barn, lol. I would maybe ask a professional though, since i've never built my own arena, just watched others do it (and botch it).
SaratogaTB: here in Canada there are MANY types of indoor arenas, so maybe the person was just telling you the type? If you specifically asked her about an indoor and she said it was dressage I would assume there to be a dressage indoor arena, but you might want to check to be 100% sure. Here we have anything from small indoor round-pens to HUGE western arenas and jumping arenas. If the arena is dressage you know the dimensions, but otherwise it's always good to ask for the dimensions of the arena.
I hope all of this helps =P