It is hard to say. Some birds "sneeze" to imitate us and others sneeze to get dust out of their nares. If your bird has a discharge coming out of the nares, then a vet visit is in order for sure.
Your bird can have allergies also. Make sure you don't have perfume-like items in the room, you aren't feeding him artificially colored pellets or foods, and some birds are allergic to peanuts.
There, of course, is a host of things they can be allergic to and sometimes only your avian vet can help you figure it all out.
I know Dr. B suggests humidifiers for some birds to hold down the dust and also to keep the air from being so dry.
We personally like the new Oreck Air Purifiers for dust control. They actually take the ozone and turn it into oxygen or something like that. The best humidifier for bird rooms in my opinion is the Venta Airwasher. It takes the air and runs it through water, so you KNOW it got everything.
