I live in Texas 70 miles from the coast and I've also spent time in Kansas and Oklahoma (AKA tornado alley). Like McDog said, that is a waterspout. Maybe they are smaller up there on Erie but DAMN far from harmless. Maybe what you are talking about being harmless is what we here call devil winds or wirlwinds. In the summer the rising heat makes a swirling wind that actually travels like a tornado would, but it is harmless because it doesn't have much strength. The amount of waterspray at the base of the one in the picture shows it has enough strength to do harm.