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I believe that would require massive concentration and near perfect sense of telekinesis(oh which I have never seen anybody achieve) .

You would have to be able to control every single grain of sand individually, compact it, and reinforce it with your mind...so I'd say it's pretty near impossible even on a very small scale.

Air is FAR lighter than sand for one, and you would have to control every grain of sand in order to keep it in that mass.

The closest I've run across comes from serious amounts of Qi Gong training. The Shaolin monks did demos of it on their nifty Wheel of Life tour a few years ago. Unfortunately, it's not a shield of some kind, it involves learning to control your qi such that you can concentrate it in the area where you are about to be struck, giving your skin/flesh a higher degree of invulnerability. My favorite was the guy who concentrated it in his throat so that a spear thrust didn't penetrate. It was dang cool. Problem is, it isn't very practical - he had to do breathing exercises for about a minute before the spear thrust. And if you have enough time for all that, it's easier to just dodge or run the hell away. However, if you're dead set on mastering the technique, find a reputable teacher and be prepared to spend more or less a lifetime in practice. I've been a Qi Gong teacher for seven years, and I'm nowhere near that level of expertise. You'll be able to go for months without eating before you get to the point of shielding yourself from physical damage with qi. (Yeah, that's called "be gu" - translates as, prosaically, "without food". Got a cool presentation from one of the scientists studying its practice and effects. Had a colleague who did it once a year or so for cleansing. I like food too much. sweatdrop )