Dust collects on the fins of an electric heater, baseboard or forced air and when heated the dust burns and creates a smoke film that can settle on the wall. Heated air rises so it will rise above the heater. You can remove the front cover normanly every fall (or anytime) before the first use and take a vacuum cleaner and possibily a soft brissle brush and clean the fins.This is a normal maintenance step that is often overlooked on baseboard heaters.