Sand dunes are formed because the sand is blown by the wind and the winds create huge, strange waves which are sand dunes.   When an obstacle blocks the wind's force, the wind loses its power and drops the sand accumulated while it was blowing.   This is how dunes are formed because the sand constantly receives the wind's force.

Source:Andreu Llamas, Plants of the Desert, Chelsea House Publishers, New York1996.

source: http://www.salon.com/sept97/wanderlust/dune5970916.html