I received a back payment from Social Security and now my disability insurance company wants me to pay them back the money I received. Do I legally have to?

Probably. You can pay them out of the back pay. Read their policies.

Did you have an attorney help you with your disability filing? If you did, then the attorney would have reserved the money to pay back your disability insurance carrier for the monies they paid you. If you had an attorney, I would definitely ask them about this.

Yes, you have to pay them back.