I agree with Reefrunner. I have one and I only use it to filter out unwanted particles. You should only use it once in a while. It will definitely make your water crystal clear and depending on the size of your tank, you may only need to run it anywhere from 8hrs to 2 days.
And yes you have to change the diatomaceus earth every time you use it depending on the amount of particles collected. The filter can be costly for a device you only use sparingly but if you can afford it, it's good.