You can also try Absorbine's : ShowSheen.. It's really used to shine their mane and tail; but it works pretty well with keeping the dust off. Just be careful using it on their back where you put your saddle and pad, it tends to make them a bit slippery!
Could you also use the Sante Fe (orange bottle) to do the same? My boyfriend's horse always surprises us with the degree of dirt on him, and its so hard to really make a difference in his coat because the dirt is like down by his skin. We do curry him, but ti just doesnt seem to be doing a good enough job.