Your swimming pool comes into contact with metal more often than you think. Anything that falls into the pool (bobby pins, toys, debris, etc) can leave rust stains. When they are immersed in salt water you will begin to see rust within a few days. Small rust stains may also be introduced into your pool from cheap pool salt containing small metal fragments.
There is good news! Rust stains can be removed completely within a couple of days. Try Natural Chemistry Stain free or FerriTabs.