Stationary belt sanders kick out a lot of sawdust, so it makes good sense to vacuum up as many of the particles directly from the machine as possible. But if you have an older sander, or happen to buy one that doesn't have the proper fittings for dust collection, you can expect big clouds of dust.

Build a dust-gathering shield from a length of PVC drainpipe and an end cap as shown above. Use a holesaw to bore an opening of the correct diameter to fit the hose of your shop vacuum or dust collector. Mount this collector at the end of the belt and below the platen surface so that you can still sand long boards.
—William Hurst, Holland, Pa.