MrSandman,
I've rarely met a pond with clear water as it first fills. As a matter of fact, I can't think of one, ever. With disturbed soils, little vegetation surrounding that fresh-moved dirt, expect the water to be muddy. That's normal.
Alum will settle it quickly. Gypsum could do it, too. But, given some time, it might settle by itself.
The guys are correct...you need to vegetate the bare dirt above the water line. That will minimize future issues of muddy water flowing into your pond.

Teach a man to grow fish...
He can teach to catch fish...