In mixtures of thermotropic liquid crystals with spherical poly͑methyl methacrylate͒ particles, self-supporting networklike structures are formed during slow cooling past the isotropic-to-nematic phase transition. Experimental results support the hypothesis that a third component, alkane remnants slowly liberated from the particles, plays a crucial role. A theoretical model, based on the phenomenological Landau-de Gennes, Carnahan-Starling, and hard-sphere crystal theories, is developed to describe the continuous phase separation in a ternary nematic-impurity-colloid mixture. The interfacial tension and the dispersion relation of the surface modes of the nematic-isotropic interface are determined. The colloids decrease the interfacial tension and the damping rate of surface waves, whereas impurities act in an opposite way. This should strongly influence the formation of abovementioned networklike structures and could help explain some of their rheological properties.