Hi There,
        Yes it's alright if you have a plentifull water supply, and you can keep flushing and "back-washing" your filters etc, but if like me you are not on a mains water supply you can't afford to waste that amount of water.
I have the same problem, but have found a product in the U.K. (can't remember the name off-hand). It comes in like a "squidgy" bar of soap type of thing.
You pop a bar of it into your pre-filter basket. It disolves over a period of time and puts some kind of additional "sticky coating" into your sand filter which allows it to filter even more of that annoying milky stuff out.
It has deffinitely improved my filter set up. It even works if you have one of those small "paper" filter thingies that usually come with the smaller "above ground" pools.  
I will get the name of it for you. I come over a couple of times a year, so could bring some out for you if you want, but if you are over in the U.K. and go into any reputable pool supplies shop, they will know what you mean. Off the top of my head I think it costs about £15 for a box that contains enough tablets to last your summer season.