My dog sucks on all types of blankets he also humps them what can I do to make him stop!

Has he been neutered?
Also how old is he and how long has this behaviour been happening?

My mom had a poodle who was a serial sucker, he would mostly suck on toys but he did the occasional blanket.
To get him to stop the sucking I would suggest getting some bitter sprays from a pet store.
They smell pleasant to us (apple, citris flavours) but taste horible to a dog.

Yes I had a cat that would suck on blankets. The Bitter Ex worked great. You can get this stuff called phooey from Wal mart, I think it's like $3 a bottle and it works great. He does it for a comfort thing (well the sucking anyway). It's not a big deal, kind of like a kid sucking their thumb, it makes them feel secure also helps with boredom, so becareful if you take the sucking away he doesn't resort to chewing! If it's not a big deal in your home, then you could try buying a specific blanket or toy, for your sucky baby :) By chance do you have a doberman, or a sheep dog?
Anyway here is a good article on how to correct the behaviour if it really bothers you.

Correcting Dogs that Suck and Chew on Fabrics: How to Deal with Fabric Chewing Canines (http://dog-training.suite101.com/article.cfm/correcting_dogs_that_suck_and_chew_on_fabrics)