You are not the only one with this problem. I have a friend who has one and has the same problem.

Algae is one of the most talked about topics of new pond owners, and controlling it is more of a problem when you do not have proper balance of plants and animal life. Having properly installed equipment and a pump that moves at least one half of the total pond volume is essential. Besides moving the water it should also be filtered. These along with balance mentioned above will ensure that you do not have large amounts of algae.