There are three possibilities: there could be something wrong with the main valve that lets water through backwards, either it is set wrong or is leaking internally. One of the grids could be torn. Or it was not assembled correctly so there is a way through the filter that doesn't go through the grids. If you just had the pool built, you should tell the builder right away. Otherwise you should open up both the multiport valve and the filter and examine everything to make sure everything is put together correctly with all of the O-rings and other seals seating correctly, and that none of the grids are torn.
