Sand returning back to the pool is usually a sign of one or more of the following:
- Incorrect sand used (must be #20 silica pool sand)
- Too much sand was added
- Damage to, or separation of, internal parts (laterals, center stand pipe, etc) (Did you fill the filter halfway with water "before" adding the sand?)
- Multiport valve damaged or internal spider gasket not sealing properly
If all of this is new equipment, you might hope that it's something simple like the sand, or inspecting the laterals inside to make sure nothing came apart. If you rule everything out and believe it may be a defective part of the filter, it should still be under warranty. If the sand returning in from the jet(s) is small, you might try hanging a sock with a small hole in it over the jet opening for a while. It may catch some of the smaller sand particles until the issue resolves itself if it's just the type of sand that was used and nothing else.