Welcome to TFP!
(Kind of a repeat of what jblizzle said, but some extra info.)
If you are sure it is sand, rather gritty when you touch it, and not algae, slimy when you touch it, and you have a sand filter then you probably have a damaged lateral inside the sand filter allowing sand to get out of the filter and into the returns. You can confirm that it is a filter problem by attached some panty hose to the return. If sand is trapped in the panty hose then there is certainly some problem with the filter.