Especially since you're already noticed a temporal relationship between the hay dust exposure and your symptoms, I would recommend that you be very careful in the future. There is a problem called hypersensitivity pneumonitis that develops from repeated exposure to organic irritants and antigens (antigens are things that your body recognizes as foreign and will cause developent of allergy inducing antibodies). Many of the antigens are the result of fungal growths within the material being handled.
Of course most of the below don't apply to you (unless you're a pigeon-raising paprika farmer /forums/images/graemlins/grin.gif), but here are some known Hypersensitivity Pneumonitis Syndromes with their sources and instigating entities worth a Google Search:
Farmers Lung - Moldy Hay (Saccharopolyspora rectivirgula)
Bird Fancier's Lung - (Saccharopolyspora rectivirgula and Micropolyspora faeni)
Bagassosis - Moldy sugar cane fiber (Thermoactinomyces sacchari)
Grain handler's lung - Moldy grain (S rectivirgula, Thermoactinomyces vulgaris)
Humidifier/air-conditioner lung - Contaminated forced-air systems, heated water reservoirs (S rectivirgula, T vulgaris)
Bird breeder's lung - Pigeons, parakeets, fowl, rodents Avian or animal proteins
Cheese worker's lung - Cheese mold (Penicillium casei )
Malt worker's lung - Moldy malt (Aspergillus clavatus)
Paprika splitter's lung - Paprika dust (Mucor stolonifer)
Wheat weevil - Infested wheat (Sitophilus granarius)
Mollusk shell hypersensitivity - Shell dust, Sea snail shells
Chemical worker's lung - Manufacture of plastics, polyurethane foam, rubber
(Trimellitic anhydride, diisocyanate, methylene diisocyanate)
Some Hypersensitivity Pneumonitis problems are self limited, but they can go on to be chronic. Be careful out there. This doesn't even touch on the types of actual infections that can occur from exposure to live organisms such as bacterial and fungal nasties.
