I had never heard of a 'Columbia 22"' - unfortunately I'm afraid we're going to here a lot more about them.

I just spent about 20 minutes looking at their website. It appears they are marketing a group of Chinese made filters, pumps and filter / pump combos. I don't know anything about the manufacturing quality (except as regards the sand filter problem you are having) but I can tell that their pool system engineering is really crappy - even by US AG product standards, which are really bad. I'm going point out the site to my moderators, because I'm afraid this is a product line we are going to need to know about.

With regard to your particular problem: they have a "troubleshooting" section, which includes exactly one "troubleshooter", and it's about YOUR problem. What that tells me, is that that's a really common problem, and in its turn, that makes it clear they have an unresolved quality problem. Here's their page:
http://www.columbiapoolproducts.com/troubleshooting/
and here's the parts page:
http://www.columbiapoolproducts.com/spare-parts/
Most likely, you need the "udrain" part.

But, I'd call them and see if you can get it warranted:
Columbia Pool Products, Inc. ▪ Service: (718) 402-8233
111 Bruckner Blvd., Bronx, NY 10454
What's almost certainly has happened is that the under drain has broken, spilling sand into the pool. If the filter is new, maybe they'll send you one free.

Regardless of any of that - when a sand filter begins dumping sand into the pool, it's time to open the filter and see what's wrong.

Sorry for your problems, and good luck!