Dusting, then vacuuming and ensuring adequate humidity will control the amount of dust that accumulates in your room. Make sure you have a good vacuum cleaner with a HEPA filter. Otherwise, you're just going to redistribute the dust inside your house.
The other option is to not open your windows or only opening your windows in the early morning or late evening where there is less dust.
Lastly, if you have allergies or you're sensitive to dust in general, invest in a HEPA filter and leave it on all the time. It will get rid of the fine dust in your room and also help remove any odors in your room.