There are filters you can get for that. I used to live and model in a basement. I found a dehumidifier to be VERY desireable. It is shocking how much water one will pull out of the air. In the summer, when it would be rainy, I would get three or four gallons in 12 hours!!!
Edit: I used to use filters when I would spray autopaint. Same problem, larger scale. Here's the
link I meant to put in. Scroll down a little, there are some inline moisture traps. I assume you already have a reg and air filter.