The stuff that's growing ON the rocks and liner is the good stuff - that's sometimes called carpet algae. That's all part of your biological filtration in the pond and a sign good things are happening. Don't ever try to get rid of that.
If it's STRING algae - which is the long floating stuff that you can twist around a stick or toilet brush - that's a bit more annoying and can get out of control. But again - it's a SIGN that something is happening. Don't be too quick to erradicate it until you figure out what that something is. It could be:
1. new pond that hasn't yet found it's balance
2. not enough plant growth - either it's too early in spring or, again, it's a new pond
3. too many fish
4. overfeeding
In any case, overgrowth of algae is a sign that the nutrient balance is off. Sometimes it just takes being patient. Other times you need to adjust one of the things mentioned above.