How do I fix my dust allergy?

[butterfly]

I was diagnosed with perennial allergic rhinitis 3 years ago, which is basically year round allergy to dust. In summer it's not so bad because i can not use blankets/doona at night (which are full of dust). But it's getting colder now and starting to go into Autumn (im in Australia)...and I can't sleep at night because if I pull my blankets up the dust will make me sneeze but if i go without blankets i will be cold. I've tried washing my sheets/blankets regularly, vaccuming my room but still can't get rid of dust. What can I do so i can sleep better and tame my allergy? My nose is permanently swollen and it doesn't look good either..
I have taken decongestants but they don't really help - have heard about the allergy vaccination but I think you have to go to the doctor every week for this - anyone know?