I remember having this problem as well. Although hobby paint is designed to be sprayed directly onto plastic, I've never been successful at it. Bare plastic does seem to attract a lot of dust but I think there's more than a dust problem going on here.
First of all you should get into the habit of priming. This lays a good foundation for the color coats. Then mist on the first two or three color coats before applying the wet coats as this will provide a good tooth. Also, before spraying, warm up the spray can in hot (not boiling) water first. This will help it to flow better.
Finally, try to dig up some articles on spray can painting by Pat Covert. He's the master at it and he did a lot of writing for ScaleAuto. I think he wrote a book as well.