Using sand paint is difficult at best, but there are a few tricks that help.
1) If you add your own sand, make sure it is designed for paint, play sand and the like won't work.
2) Don't add too much. Excess sand will settle out of the paint and be easily picked up by the roller cover.
3) Stir the paint often. Even a little sand added to the paint will eventually settle out to the bottom. Plan on stirring the sand paint every 3-4 minutes or more often if you notice an excess of the sand is settling.
4) Use the right roller cover. I like to use a rough open celled sponge roller that is stiff. These roller covers are designed for sand paint, such as Ralph Lauren River Rock.
5) Don't press too hard on the roller cover. You will have to play around a bit before getting used to rolling sand paint.