If you're lucky, your filter will capture/remove some of the rust in the water over time. We use a cartridge filter (Intex pump and filter) with our pool, and the filter is always dark rust brown/red for the first two weeks after filling the pool. We rinse the cartridge daily during that time. However, if you have enough metals in the water to turn the whole pool visibly brown, you probably have to take steps (as described by the previous poster) to sequester the metals, rather than hoping that filtration alone will do the job.
