chashint - I completely agree with your setup of the Delta dust collector, as I mentioned in my earlier post. My Delta is quieter than my shop-vac, though, so I would suggest you check to see that all assembly bolts are good and tight. Your mention of using a bedroom triggered a comment I should have put in my earlier post. While in the design phase of our new home I thought about how to keep dust and odors from my workshop from entering the rest of the house and came up with something that's very simple and works like a charm. My workshop is within our oversized garage and is an integral part of the HVAC system. However, when it came to the running of ductwork I had the HVAC folks not install a cold air return. They were against this as it would reduce the effiiciency of the heating anjd AC to the workshop, but since it was my $ they did as 'suiggested'. The result is that conditioned air comes into the room but doesn't ever return to the furnace/AC (I also have a quiet but high CFM exhaust fan) and there have been absolutely no odors in the house, even when spray painting KlassKote paint. You may want to completely block off the air return in the room you are using and put a threshold sweep under the door.
Or do what some of my friends do as soon as their kids go away to college - fill the room with concrete so they have no place to return to!