Okay, I have now added two cups of DE to my filter with no pressure change, and I'm not inclined to add more. Also, it appears that the DE is floating around in the pool now instead of in the filter, as I can definitely see much more particulate matter by way of the pool light than there has ever been before.

Will this stuff eventually filter out?

I removed my skimmer sock, and added 1/2 cup (couldn't find a 1/3 cup measuring cup) at a time to the skimmer, slowly. I waited about 30 minutes between each add with NO change in pressure.

Did I do something wrong?