yeah milky took a day or so to clear up when I started mine so thats ok. The HOB I would replace....they sound fine now but in a couple months or so they will sound really bad... I can't tell you how many HOB filters I have ruined in sand substrate tanks.. just from my own experience I would go with something else.
I started out with a few pounds of live rock in my tank and slowly adding more. What I did is let it sit for a month with sand, lights, heater, filter, UV sterilizer and protien skimmer (all things you will need to get) I didnt run some of the stuff for the first few days/week. Then I added in my 7-10lbs of LR let it sit for 3 weeks or so then added cleaning crew of 3 hermits and 4 nassarius snails... then 3-4 weeks later I added my first two fish. With SW the slower the better. Just keep testing the water and monitor your levles as they are going to fluctuate esp. as it cycles. All I can say is be patient and give it time to do it right.... =] If you have a question def. ask before you do it! best advice I can give.