When you arrive by boat to the Bahamas you must check in. Arriving to Bimini Sands is easy. You (Captain ONLY) will go to front desk and get a cab to the airport ($10 round trip) . when at the airport you will go to customs and immigration. The locals will help you, they are very friendly. When you get back to Bimini Sands, you will check in and get your keys from the girls and slip assignment.
If you choose you can go to Bimini Big Game Club to check in via boat. Note: everyone but the captain must stay onboard the vessel during check-in (that is the rule, however, people can get off and use rest room or a drink at the bar)
Either way, download the customs form here and fill it our as much as you can before you get there, it will save you time! if you live in or near Ft. Lauderdale, it would be worth a trip to the Bahamian tourist board office to get Immigrations papers to have them filled out ahead of time too.