Your printer manufacturer or an office supply store will sell "cleaning sheets" that you can run through your laser printer. The "grey mist" is residual toner floating around the innards of your printer. If it is a habitual problem, you may neef to have your printer serviced. Also check your owner's manual for cleaning options. Some printers have a cleaning web that needs periodic replacing.
One othe rnote. You really should check into this as it can eventually shorten the life of your fuser (the really hot peice that bakes the toner to the page). I used to manage a Kinko's and we had a regular maintenance schedule for laser printers because if we didn't we were buying one a year.
You could also check the manufacturer's web site.