It is called powdery mildew and many types of garden phlox are very susceptible to it. Good airflow can sometimes help prevent it, but the best thing to do is to spray it with a fungicide often. Once it appears you can't get rid of it, but you can keep it from getting worse by spraying. Some say you should remove the infected part so it doesn't spread. This works if you catch it early enough, but you'll still need to spray. There are several cultivars that are said to be resistent to powdwery mildew ('David' is a popular white flowering one), so if you plan on getting more phlox you should look for the resistent ones.

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