How to Cluster an Index live?

Hi,

How can I have my table clustered as records are being insert/updated
(per transaction).

I tried doing so with creating an index using pgAdmin III, and it
generated the following SQL:

CREATE INDEX someindex ON mytable (m2);
ALTER TABLE mytable CLUSTER ON someindex;

Now, above DID NOT cluster my table and I had to run PostgreSQL's own
cluster command to have it clustered. According to my db-savvy
colleagues (who use SQL Server), a live cluster is a must have on a
high traffic large db and they are questioning this feature of
PostgreSQL.

I'd appreciate comments here,
Thanks,
Mike