I hate to say this, but the signs are pointing to a poorly installed system - especially as it relates to the ducts.
While you are bound to see more dust with a forced air system as compared to one that doesn't stir up the air, excessive dust indicates it is either:
- pulling it in via the return leg and/or
- in order to get enough supply air it is pulling outside air into the house while the overpressurized rooms send it out.
As for the fan and auto setting, please stop it as you are just making the condition worse at the moment. Humidifiers can be great devices, but they require proper maintenance and use. One catch is if set too high you might get condensation issues on windows, etc.
Right now you should be looking at two items -
- Get a licensed HVAC company in there that does Manual D's, J's, static pressure tests & duct leakage tests to diagnose & fix your system.
- Shoot, find ones certified to install on ENERGY STAR homes - these are all steps required of them.
- You also need to either get an independent energy auditor (click here for GreenHomeGuide's list) that knows these types of houses in there to see what other issues you might have that are contributing to this or a weatherization company that specializes in stopping air leakage.
By taking care of these items, you should cut down on the amount of dust, feel better, and rarely need a humidifier.
Alternatives - electric space heaters or a fireplace.