Dust, dirt and other materials floating around in a household's air will make shades look dingy after a certain amount of time. The good news is that most pleated shades are treated with anti-static materials that repel dust; and with a regular dusting routine, the life and look of the shades can be prolonged for a number of years.
Maintaining your pleated shades will depend on the material or fabric from which they are made and the manufacturer's instructions. For general care, shades can be dusted with a feather duster or a can of compressed air. For heavy dust, using the brush attachment that affixes to the hose on a vacuum sucks up the dust and also keeps it from resettling back on the shades. (Remember, any fabric shade, such as pleated or roman shades, need to be dusted or vaccuumed on both sides!)