Data Stream Management Systems (DMS) represent a fast-growing research area. Most of current DMS projects take the approach of using database query languages to process the fast-incoming data streams. This approach can simplify the writing of applications, inasmuch as these often need to query stored databases besides streaming data. However, database query languages, and SQL in particular, encounter severe problems with continuous queries on data streams---after all, they were designed for transient queries on persistent data, and not for persistent queries on streaming data! In this talk, I will focus on these problems and show that they compromise the effectiveness of the DMS prototypes developed by most of current research projects. However, the Stream Mill system developed at UCLA demonstrates a simple and general solution to the continuous query language problem, and also supports mining queries and time series queries.