A sawtooth waveform consists of a fundamental pure sine-wave and many higher frequency harmonics. Simply filter-out the high frequencies with a low-pass filter and the pure sine-wave fundamental frequency remains.
Well that's a couple of possible solutions, sebi's only approximates a sine (and is a similar idea to that used in the 8038 function generator chip). Audioguru's suggestion requires the filter to be accurately tuned to the incoming frequency, effectively only working on one specific frequency (or being adjustable).