not sure either....did you put a lot on so that the wood was wet? wet wood will turn white... my only other thought is do you have a humidifier near the piece of furniture? Humidifiers will cause the things around them to have a white residue, but it usually comes off. Maybe try polishing it with something else...hopefully it will counter-act it.
Water will turn wood white so if the cleaner has water in it that could be the cause. I usually only use Pledge on mine.
According to Heloise, the household hint lady, take equal parts of toothpaste (not the gel kind) and baking soda and apply with a soft, damp cloth. Rinse out the cloth and wipe off any residue. When the finish is smooth, buff with a clean soft cloth. Restore color and shine by rubbing the spot with the meat of half a pecan, then buff.
Orange Glo, unlike their claims, usually leaves a milky white residue on hardwood floors and furniture (wood, in general). In less words, this product is crap. Now, you need to find an ammonia-based solution to get the white film off, although I'm sure there are other natural alternatives like alcohol and vinegar. When I made that mistake, I found that a simple glass cleaner (like Windex) removed the white residue; cheers!