I know a little about this so for the benefit of interested parties, I'll share.
Rob is right with regard to the dust mask rating, for airborne particulates - dust to you and me - P2 is correct. But there are a few things you need to know before rushing out to buy any RPE (respiratory protective equipment).
RPE is just one of a range of PPE which we should consider for the benefit of our health. What is often overlooked, particularly by those who are exposing themselves to risks in an amateur capacity, is that PPE should always be considered a LAST RESORT. The fundamental thing we need to do is work on is eliminating, or failing that reducing as far as possible the risk in the first place - you don't need a dust mask if there is no dust to breath. A simplistic view I know, but you get my point. So think firstly about making less dust - use hand tools for quick small operations if possible, and where you must use a machine get the most effective extraction you can. Make sure your filtration levels are appropriate for the material you are cutting and how you're cutting it.
Think carefully about how you clean up. Avoid any method which puts the dust on your floor or shelf back in the air, so don't sweep if you can vacuum for example. And NEVER NEVER use compressed air to move dust, apart from being the most effective method known of making it airborne and therefore breathable again, you add in a whole new risk - one involving high velocity particles and eyes.
When you've attended to these aspects as best you can only then should you be thinking about dust masks. When you do remember, for RPE to be worthwhile it not only has to be appropriate to the hazard but it has to fit properly. It also must be worn for the whole time the hazard is present, usually long after the machining process is finished. This is where ambient air filters come into play, by clearing the particles from the air so that the mask can be removed, and in no way should they be considered an alternative to the other protective measures.
Throwaway cup masks like the one pictured early in this thread are practically useless, if you must use one make sure it is CE marked, rated FFP2 and preferably a valved type with double retaining straps which afford a much better fit. Re-usable masks like
this one are far superior and quite reasonably priced. If you have problems wearing safety glasses with your mask you probably need better ones, Bolle are very good and anti-mist coated which should help. Failing that go for a full face respirator, but prices are significantly higher.
As Ondablade has already said, the HSE website has a wealth of information and good advice