Sanding drywall can be a messy chore if you are living in the home.  The dust that sanding creates can be as refined as talcum powder.  If you are remodeling your home and you are hanging drywall and taping and mudding the seams this can be a real mess when it comes to sanding it smooth.  Here is my recommendation for turning a messy project into a project that can be tolerated.  Use drywall  sand paper that is made of screening material. Then get a special 3x9 sanding block that can be attached to a wet dry shop vac.  The sanding block has holes in the surface that will transport any dust into the shop Vac. So you have the sanding block with Shop Vac hose attached and start sanding. The dust is delivered right to the vac and is never in the atmosphere.