Well...it doesn't come from the Earth in the first place. The material out of which stars are formed was originally produced out of the 'Big Bang' which started the entire universe. The material that emerged from the Big Bang was mostly hydrogen and helium gas, but over many generations of star formation and evolution, this original primordial gas was slowly enriched with the elements we now find in the periodic table.
We think that the dust grains we see mixed into this interstellar gas is produced in the outer atmospheres of cool giant stars, and we can see this process at work in many of them today. The above image is from the IRAS satellite in 1983. It is of the dust shell surrounding the star Lambda Orionis. Lambda Orionis is another runaway star. It sits in the center of a hugh bubble with a size of more than 10 degrees (not on this picture). Lambda Orionis is the green spot in the center of the picture. The fact that it is green and not blue, means that it is not an ordinary star. It probably has some dust shell around it, which shines brightly at 25 micron. Other stars such as IRC+10216 have so much dust around them that they cannot even be seen optically, but shine very brightly as infraed sources.
Copyright 1997 Dr. Sten Odenwald
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