Pool filters clean pool water of debris and other unhealthy contaminants. Filters pull water through the pool's plumbing, pass it through the filter contained in the filter body which removes the debris, and return the water through the pool's return lines. Over time air becomes trapped inside the filter, causing pressure to build up inside the filter body. To alleviate this pressure filter's are installed with an air relief valve positioned on top. Opening the air relief valve allows the air built up in the filter to bleed out slowly, removing the pressure problem.
Run the filter on the default "Filter" setting and check the filter's pressure gauge. For a standard size pool a pressure above 10 PSI indicates pressure build up in the system.
Run the filter and open the air relief valve on top of the filter. It is typically a small handle-like protrusion on the top of the filter near the pressure gauge. Listen for the hiss of air escaping from the valve. Continue running the filter until water begins to leak out of the air relief valve, or the hiss of air ceases completely.
Close the air relief valve. With the filter still running, examine the filter's pressure gauge reading once more. If high pressure still exists, allow the filter to run for a few moments then open the air relief valve again to remove any air still built up in the filter. Repeat until the pressure gauge reads something below 10 PSI.
Bleed the air in your filter weekly to avoid any problems with pressure build up.