I am stripping an old door that was once painted and then stripped and stained. When we got it it was stained and the more open grain had paint deep inside that was never removed. I am trying to get the door stripped down so that I can gel stain it and install. I am worried that the open grain will be obvious and wonder whether I should be filling it in with something, or whether I should try and sand it down. My problem is that it seems that the more I sand the more the rougher grain opens, so I seem to make little headway. Am I doing something wrong? Here are pictures of the door and closeups of the graining problem:

http://www.frontiernet.net/~nylicens/door1.jpg
http://www.frontiernet.net/~nylicens/door2.jpg
http://www.frontiernet.net/~nylicens/door3.jpg