A sand filter has a permeable stone in the bottom of the filter canister. There is a bead of caulking around the stone to seal the stone to the stainless steel (or plastic) canister. The sand is layered on top of the stone. When operating in filter mode,water is forced down through the sand and the stone and returns to the pool. When in backwash mode, water is forced up through the stone and sand which dislodges trash and sends it to the drain. Now -- when you switch back to filter mode and notice some sand being sent to the pool, this indicates that the caulk is not making a good seal or the stone has a crack (not likely) or your sand is composed of very fine particles. The only way to find out for sure is to open up the canister,remove the sand and look at the stone and caulking. If all looks OK, replace the sand with Sharp Pool Filter Sand (not just any old sand). If the water is clean and you have no other problems with your pool you may decide to live with this condition until the end of the season. Just be aware that when you vacuum the pool, the sand will "sand blast" the impeller of your pump and cause damage to it.