Dust devils form when extremely hot air near the surface rises quickly through a small pocket of cooler low pressure air above it. If conditions are just right, the air may begin to rotate. As more hot air rushes in toward the developing vortex to replace the air that is rising, the spinning effect becomes further intensified and self-sustaining. A dust devil, fully formed, is a funnel-like chimney through which hot air moves both upwardly and circularly. Eventually the hot air will cool and descend back through the center of the vortex. This cool air returning acts as a balance against the spinning hot air outer wall and keeps the system stable. (from <a href="http://en.wikipedia.org/wiki/Dust_devils">wikipedia</a>)