Like Robo and Axxe said,If it's just surface rust on the outside of the dies,that's normal. The salts and acids from your hands touching them is what causes it.
I have old dies that are completely covered in surface rust.When it bugs me,I'll use a bead blaster on the outer surface,and clean it all off of them. I've really never been bothered with it much. It just shows they have been doing their job-making ammo!
Texas State Rifle Association
North American Hunting Club