Small starfish can be directly dried in the sun with satisfactory results,
but large ones don't turn out very good unless they are chemically preserved
before drying.  Formalin is probably best, but getting it and using it can
both be problematic.  Preservation in alcohol for a couple of days before
drying in the sun will give pretty good results.  "Rubbing alcohol" from the
pharmacy will do.  Try to get the stuff that is 90% alcohol (either ethyl or
isopropyl alcohol), rather than 70%.
Paul M.