Sandbox redirecting to Production upon log-in - Trouble in Testing

I've been uploading data into different Sandboxes since yesterday and this morning I encountered the issue when I opened the data loader, clicked the insert button, then prompted to log-in which I chose Sandbox as the environment, but when I click the log-in button, it gives me the URL to log-in in the Production environment.

Any idea on how to fix this would really help me. Thank you!