It depends how bad the infestation is, if its really bad get Frontline from Petsmart. Treat with a topical treatment, kills them dead and do not shampoo the dog for about 2 weeks. You can order online at :http://www.1800petmeds.com/ this is probably the cheapest. Let this treatment work then shampoo the dog, I highly recommend:
Isle of Dogs Shampoo, I order online, they have different makes for different needs and have a Website: https://www.iodogs.com/c-2-shampoos.aspx
Their shampoos last a long time and are great for the skin - order direct or on Amazon where you can get some great deals.
Repeat the topical treatment every month for at least four treatments to ensure all eggs etc are gone. By that time your dog should have a great glossy coat and feel a million dollars.
Note: it is really important to treat your dog regularly in the summer to avoid tape worm infestation. People misunderstand that Tape worms are caused by infected fleas so treating your dog every month in the summer is especially important!
As far as the dust goes a good groom every day to brush out the dirt is essential - TIP: also groom the dog's coat prior to every bath time!