I'm actually knitting a scarf right now that's doing the same thing. I'm not sure if it's sand stitch -- I got the pattern from Last Minute Knitted Gifts. Anyway, I think you're scarf looks very pretty. If the rolling bothers you, maybe you could try blocking it to get it to flatten some? That's what I'm going to do with mine!
It's a gift for my 16 yr old brother (hat and scarf) and he lives in upstate NY so I hurried to send it to him quickly because I heared it's getting cold up there. Nevertheless, I did try the scarf out on myself first and it looked OK rolled up. He'll probably think that that's the style I ment it to be.
I thought of blocking it but it's 100% acrylic. Anyway, if he doesn't like he can send it back to me. I'll wear it happily.
The thing I like best about this scarf has to be the two ends. At the beggining I used Amy's open stitches CO; knitted to the end; binded off and then came back to the open stitches and binded them off so that both ends have the excact same finish.