You would have to apply a coating that would prevent corrosion. That coating could be paint, oil, plating...

To prevent corrosion you want to avoid oxydation of the iron. Any barrier that would prevent oxygen from the air to reach your steel would slow down the oxydation process.

If you choose a metallic plating, you have to be cautious about which metal you use. You need to plate with a steel that has a higher electronegativity such as zinc so it would act as a sacrificial anode to protect your steel.

There are also ceramic coating but I don't know much about which one would be best for your situation.

You may also want too look toward CVD or PVD if you want to deposit a thin coating to prevent corrosion.

The cheapest ways are to coat the part with oil or to paint it. Metrology equipments are protected with oil when bought new.

best is kept it coated with cooling oil - vapor phase inhibitor coated papers may be used

 if you want coating do phosphating

If the basis for your question is how do you keep the steel clean for several days after it is blasted but before it can be painted, the answer is that you must keep it absolutely dry.  This means no surface moisture at all, not that it appears to be dry.  This is generally not feasible, so a recently cleaned surface will usually require a quick cleaning blast to remove flash rusting prior to coating.  In many areas, even over-night is enough to have enough flash rust to require a quick cleaning.

Thanks a lot Stephen N Smith , exactly what I meant ..

But what if I thermally stress relief the sandblasted sheet immediately after the sandblasting??? Actually sometimes it may not be feasible to apply paints or oils after sand blasting due to subsequent processing requirement like welding etc.

So my question is can thermal stress relieving of sand blasted steel reduces the risks of fast corrosion?? 

To complement the question of Dr. Qureshi:

We found from 20% to 40% of oxygen on the Ti6Al4V surface immediately after the blasting process with alumina particles (Al2O3) of various size. Increased content of aluminum (up to 20%) was also detected on the blasted surface. We have tried sand (SiO2) and the content of Si and O on the titanium substrate was increased as well.