LONGER RINSE CYCLE - When you change your sand, you should BACKWASH it to eliminate the fine sand that exits in most new sand and tends to cycle through the filter and end up at the bottom of your pool. Than you will want to set the filter to "RINSE" to pack the new sand down and reduce loose sand. Remember to turn off the pump before switching valve setting so that you don't damage the valve's spider gasket.
TOO MUCH SAND IN TANK - If you have too much sand in your filter tank, your backwash and rinse cycles will not be as effective. Leave at least 6" of space between the top of the sand and the top of the filter tank.