I used to keep ferrets for many years and they did that every time!! you'll prob find if you let em run around the house that thats the places they'll go rub themselfs, I think its cause they want there scent back! As JS said if you get em neutered it helps. Hobs (boys) tend to smell worse than girls (Gills) more so as they get older!
There are alot of ferret shampoo's available, though tbh I didnt think much of em, they worked for a day or two thats all.
Did U have fun drying your ferret in a towel? I used to love that bit, it would send em bouncing all over making that funny noise they make!

Do you know if its a boy or girl you have?