Mushroom

@ celine, better not!! some species of "puff-balls" can cause bad/heavy "asthma". The dust are the "spores" of the mushrooms, it's never good when spores get inhaled some cause illness especially "molds" {which everyone knows from the basement}. -- @ hollye, your could be a young "pholiota squarrosa" ( http://www.google.nl/search?hl=nl&cp=18&gs_id=2&xhr=t&q=pholiota+squarrosa&safe=off&gs_sm=&gs_upl=&bav=on.2,or.r_gc.r_pw.,cf.osb&biw=1264&bih=687&wrapid=tljp132360632089700&um=1&ie=UTF-8&tbm=isch&source=og&sa=N&tab=wi&ei=PqHkTtKvJMODOuus9cEE ).

to check if it's the ones, as they get old, you can squash it and a strong dust will explosed out of it ! kids love it ; ) They normally grow on the ground so i'm not sure...