"rust" on stones

I've some "rust" dust on my live rock, sand and glasses.

You can see what it is on www.geocities.com/bedford_ch and go to "Questions"
menu on the left.

I can't get this tank work correctly since I bought it (1 year ago). I've a
lot of algae (see 3rd picture on the site) and even if I remove some
manually, they are back 2 or 3 days after. (you can see the complete tank on
the link "Aquarium", the start page). Now, since I've changed 80% of the
water, and still changing 20% every week, I've this "rust".

Any idea ? What should I look for ? Somebody told me to change the sand, as
it may contain phospates.

Thanks for help

Gabriel