If the pool is going green, then you need to shock it, and maintain your shock level, until it clears up--and you don't need to wait until you've changed filters to do so--the longer you let it go green, the longer it'll take to clear it up. The filter will remove the dead algae from the pool, but you need to kill it first. Your shock level is based on your CYA (see the "best guess chlorine chart" link in my sig for further explanation and the chart), but you'll first need to get a set of test results on your water taken with a drop-based kit (no strips!) in order to know what point you're starting from.

Welcome to the group!