How long has the tank been up?
What color cloudy?
Did you buy the new filter for the sole reason of clearing up the cloudiness?
Here's the thing. If it is a white milky cloudy then no amount of filtration or water changes will solve the problem. It is a bacterial bloom, not the same kind of bacteria that lives in your filter and stuff and runs the nitrification process. It is normally attributed to over feeding and, please excuse, a lack of maintenance. Vacuum your substrate twice a week for a couple of weeks and slow down on the food to something like every other day. It will go away on its own. BTW, you did take all your old filter media and cram it into the new 406 right?