Hello and welcome to AA!
First of all, I think that purchasing an active sponge filter was a good idea. Second of all, I will say that a cloudy tank is most likely a sign of a bacterial bloom and has nothing to do with whether or not your tank has cycled.
Setting the second one up in the tank can only help- at worst it won't do much of anything but it is certainly worth a try. Once your tank cycles and is stable for a bit, you can remove the second sponge. Let's cross that bridge when we come to it.
What I have posted above is just some very general information. I see that you have a 37 gallon tank. It would be very helpful to us to know how long your tank has been set up, what fish you already have (and please, don't add any more fish until we get this squared away), what filtration you have in addition to your active sponges, your readings for ammonia, nitrite, and nitrate from a liquid reagent test kit, and your current water change schedule; at a minimum. The more information you can provide to us, the better the chances we can help you.
In the meantime, I'd like to direct you to our articles section. I think you will find a lot of helpful resources here if you take the time to peruse through the FW section.
Freshwater - Aquarium Advice