Hi,
It's actually fairly common for ferrets to sneeze, and the sound of a ferret's sneeze can be alarming if you're not used to it, since it's quite loud.
Ferrets can be healthy and sneeze a lot. They spend a lot of time investigating their environment, and frequently sniff things that are dusty, which causes them to sneeze. As long as your ferret's sneezing is not accompanied by any other symptoms, it means she's just checking out lots of new things in her environment.
If her sneezing is accompanied by other symptoms, such as a runny nose, eye discharge or lethargy, that means your ferret is sick. Young ferrets are more sensitive to illnesses than older ferrets. Ferrets can get colds or different flu viruses. They can catch the flu from humans and transmit it to humans.
If your ferret has any symptoms other than sneezing, you should take her to see a vet. As long as she is active and eating well, and just sneezing, that is normal behavior.
Don't give Rose any medication without the advice of a vet. If changing her bedding helps, that's fine, but neither one of those is very dusty.
One other thing. In case Rose does need a vet in the future, you should know of a good ferret vet to take her to. If you do not know of one in your area, these links can help you find one:
http://www.ferret-universe.com/vets/vetlist.asp
http://www.quincyweb.net/quincy/vet.html
http://www.ferretsanonymous.com/vetlist.html
http://www.ferretcentral.org/for-others/db-vets.html
For more information about sneezing in ferrets, see:
http://home.wanadoo.nl/defret/niezen.htm
http://www.weaselwords.com/page/ferret_art036.php
Let me know if you have any other questions.
Susan