Sounds like powdery mildew. Minnesota Cooperative Extension offers the following advice:
"Powdery mildew can be a destructive disease on tall garden phlox. It appears as disfiguring, powdery white spots on the foliage. When these spots merge, they can nearly obliterate any remaining green tissue, moving onto the flowers as well. Maintaining good air circulation will help reduce powdery mildew problems, but the best way to avoid the disease is to choose diseaseresistant cultivars in the first place, then make sure they're neither crowded nor shaded when you plant them. If necessary, you could begin a fungicide spray program using sulphur or chlorothalonil. (sold as Daconil 2787) at the earliest signs of infection."
That's all from this document:
Good luck, Wendy.
I agree with Steve. Powdery mildew is very common in Phlox paniculata at this time of year. The good news is that it's more unsightly than damaging. If you repeatedly have this problem, pull out the plants and replace with mildew-resistant cultivars. For example, I never had a mildew problem with "David" or "Eva Cullum."