I don't think that is true. The rocks of the Canadian Rockies were made that way, and then they were raised by tectonic activity to form mountains.

http://en.wikipedia.org/wiki/Geology_of_the_Rocky_Mountains:

"The rocks making up the mountains were formed before the mountains were raised. [...] The Rocky Mountains took shape during an intense period of plate tectonic activity."

Sediment (from the Latin sedere=to sit") doesn't move up a hill to turn it into a mountain. The wind may blow it up a bit to form dunes, but there is no way it forms anything resembling a mountain. I am not a geologist, though, so educate me.