From my money saving ezine:

A great way to clean a ceiling fan and avoid the lint and dust from going everywhere is to use a pillowcase. Take the pillowcase and stick the blade inside. Then pull off the lint so it remains in the pillowcase. This is a great idea when you are doing a last minute cleaning before company, and don't want your guests to see the lint on the fan. I use this for all my ceiling fans, and then I just launder as usual to remove the dust from the pillowcase.
Tonya S.