I'm not much past a novice myself, so hopefully if any of my information is inaccurate the real experts will come along and correct me...
Sand shouldn't hurt your DE filter. The sand should get trapped in the DE and get removed from the filter when you backwash.
I would say that it's not normal to have sand in your pump basket, and I would recommend removing it. Any idea how this sand got into the pool? Do you live near a beach, or did you have a sand filter that you replaced with a DE filter? If you can post some specifics about your pool and filter, that might enable someone to give you more accurate/targeted advice.