Most horses pass some grit or sand in their manure. You can see how much sand your horse is passing by following the directions in Cherry Hill’s January 2000 newsletter. This doesn't mean however, that your horse is in immediate danger of developing sand colic.
Psyllium is often recommended to prevent sand colic. Unfortunately, there is no research to prove that psyllium alone is effective for moving sand through the intestine of a horse. One study, done with eleven ponies suggests that there was no difference between the sand content in the gut of those ponies fed psyllium compared to those not fed psyllium. Other studies have suggested that psyullium in combination with things like mineral oil or paraffin wax may be beneficial.
The bottom line may be that you aren't doing any harm by feeding small amounts of psyllium, but you may not be doing any good either. There are more effective ways of preventing and treating sand colic.