You may also want to look at a finer filter for your shop vac that was made for fine dust. Otherwise you'll just end up blowing it back out the shop vac outlet and may ruin the motor system will the dust. It's bad stuff for motors.
They also have special water filters for drywall that you can build out, but chances are you don't have enough area to warrant the cost of a one time use item like that. I built one out of a 6 gallon bucket, extra vac hose, a piece of PVC and duct tape.
Take the lid of the bucket and cut two holes in it. Use the PVC to extend towards the bottom of the bucket and connect the vac hose that you will be using to suck up the dust. Connect the other hose to the second hole in the bucket and to in intake on the vac. Fill bucket with water so that it covers the PVC hose side but the vac line is NOT in the water. Close the lid so that it is air tight and turn the vac on.
This will create low pressure inside the bucket and draw air in from the bush end of the hose, making the dust bubble into the water and there by catching some of it before it makes it to the vac. Really helps if you have a strong shopvac.
You may be able to rent one from a construction tool rental, I'd look under drywall water filter.
Edit: Looks something like this