Hi Paul,
I've had a quick look at your shot and to me the water seems to be flowing quite fast, so in those conditions you would get the nice milky effect in it with a shutter speed of between 1 and 2 seconds. As Chris has already suggested, go back to the falls again and this time put the camera into manual and select a smallish aperture, a low ISO and then using the histogram as your guide adjust the shutter speed until the highlights are just about to be clipped on the far right of it. Now if the shutter speed shown is shorter than 1/15th of a second then you will need an ND filter to reduce the amount of light entering the lens. If it's a longer exposure that 1/15th then you should be alright.
If you take a quick look at my gallery, you will there's a few shots taken of Aysgarth Falls in the Yorkshire Dales. These were taken last November between 4pm and 4:30pm using no filters at all. I took them in full manual mode with a small aperture at ISO 100 and set my shutter speed to about 1.5 seconds, using the Histogram on my Live View as a guide and you'll see that I managed to get the effect you're looking for because the water was moving so fast.
Anyway, have another go and see how you get on this time now that you're armed with this extra knowledge.