@prolapsed_cranium isn't saying you shouldn't object. I think what he's saying is the judge doesn't want a long drawn out legal argument as to the basis of your objection in front of the jury.
I'm not a lawyer, but I think he's right, because I have heard lawyers simply say "objection," with no reason given, and the judge says "sustained." That seems to indicate the judge knows the basis for the objection and agrees without you having to say anything further.
If the judge is confused as to the nature of your objection, they or you would probably ask for sidebar to suss out why you are objecting.