Aside from sneezing, is there nasal discharge? watery eyes or dried crust around the nose and or eyes or both? These may be signs of an upper respiratory infection. Speaking for your rat, I would seek a small exotics vet to have your pet looked at as a precaution. If it's only one that is sneezing and not the other, I strongly recommend quaranting until you have your rat looked at by an experienced vet. Doing this will help decrease the risk of your other rat becoming ill.
Also not to mention what kind of bedding are you using? Pine and cedar along with some other brands are terrible for rats lungs and cause resp. infections. If you use a bedding such as carefresh it can be a bit dusty and also carry bad little critter - you'd want to freeze that for 34 hours prior to use.
Towels, fleece and Yesterdays news are some decent brands.
And respiratory infections are not contagious.