Dont forget its a bad idea to run filters when there are suspended sand particles in your tank...the sand can really do a number on your filter's moving parts.
Best advice is to rinse rinse rinse some more. Pillowcase works well...but dont put it ALL in the pillowcase, put a couple lbs in there and rinse that until the water runs clear, dump it into a bucket or the tank and do the next batch. It took me like 4 tank setups to realize how much you really need to rinse the sand beforehand.
You should be able to pick up a handful of sand in your tank and drop it and have it settle within a few seconds. This way when your fish are moving it around they dont stir up huge clouds and less will get into your filter. I usually rinse it as good as I think I need to, then put it all in the tank...fill up the tank about 4 inches above the sand and then reach in and stir the sand up as much as I can...and anything that doesn't settle in a minute or so...I suck out with a siphon and do it again until I'm pretty sure its rinsed well enough. Its easier to empty out 4 inches of water than to fill the tank up all the way and THEN realize that you didn't rinse it well enough
lol