@micaaronfl76 - Yeah that's it. The white thing is a mesh bag that ties to the back of the tube, so all the bigger stuff is supposed to get blown into it. It doesn't take long for the bag to fill up with crud though, so you have to clean it out every couple of minutes.
Regarding rocks in the pond, here's my setup... I use large (6-10") river rocks on the sides of the upper ledges of my large pond, and have irises growing heavily in these. The plants feed off the sludge, so it doesn't cause any other problems. In the open areas, I do have to clean the rocks occasionally, but the minnows also clean up the rocks during mating season, so that helps.
The bottom of the large pond is covered in a couple inches of white pool-filter sand. This gives my lilies somewhere to get their roots into, but it also makes cleanup easier. I have a net where the mesh is large enough for the sand to fall through, so I can just scoop up a pile of leaves off the bottom, shake out the sand, and throw out the muck.
I use pea gravel in my river bed. My 'river' is about 16" wide and 6" deep, and I have two pumps for a total of around 5000gph of flow. This keeps the water moving fairly quickly through the river, plus the gravel gets stirred up a couple times a year, so not much builds up underneath the rock. As Lisak1 mentioned above, I also believe this gravel bed is helpful in providing bacterial filtration, but it also gives a more natural look to the river bed. I wouldn't recommend using pea gravel anywhere except areas where the water moves fast or you'll have a mess in no time.
At the end of my river is the small pond which is completely bare, except for a few plants around the edges. I have two underwater pumps in the bottom, and I keep this area clear of rocks so that anything swept down to this end of the pond can be picked up by the pumps and sent through the filters.
When I designed this pond, I wanted to be able to provide a large variety of areas where I could do different types of filtration. So far this has been working great for me. I haven't lost any fish, and the plants grow like mad. Make your choices in rock based on how your water flows, and it won't cause any problems.