Depends on how the sand is deposited, Geri. If you have found a pocket where the housebuilder dumped a load of spare sand then carry on digging and just incorporate it into the garden soil, it won't do any great harm. On the other hand you might have discovered that your garden has a relativly thin layer of topsoil over sand as a subsoil. In this case I would not dig down into the sand. All you can do for the moment is to clean the topsoil and grow in that. Over the years you need to build up this topsoil with added humus ( your own compost/leaf mould or bought in soil conditioners etc). The good side is that your garden is well drained. If you are growing vegetables then carrots and parsnips will love this.