Professor Steve Jones has done some incredible work with WTC dust, analyzing the magnetic particles in each of his samples. I've duplicated some of his early findings by separating the magnetic fraction in my WTC dust sample, in the way he described in his paper at the following link. Here Dr. Jones explains some of the implications of these findings, and considers options for the source of what he learned to be iron-rich spheres.
Similar spheres were also found by other investigators, including the R.J Lee company and the USGS. But although the EPA considered "iron spheres" to be a potential signature component of the WTC dust, it rejected using them as an indicator, along with asbestos and PAHs, for unidentified reasons. See link below.
Such spheres would form in the molten state due to surface tension of the metal as it fell or was sprayed from a high temperature source. The presence of iron spheres in the dust indicates temperatures of at least 1500 °C, much higher than anything NIST suggests even in reports of its computer modeling. NIST suggested steel temperatures of up to 760°, but had physical evidence for only about 250 °C. Temperatures as high as 1500 °C would mean that something other than simple jet fuel or office furnishings was present during the destruction of the WTC buildings.
My sample of WTC dust comes from a worker at ground zero, who obtained it near the remains of the north tower. As Dr. Jones indicated, there is a substantial magnetic portion in the dust, and the spheres are quite prominent. These photomicrographs were taken with a Nikon Labphot microscope and camera.
Additional images can be found here. This is a powerpoint file, so it takes a few seconds to download.