Firstly, draw a picture of some smoke, a 128x128 greyscale bitmap is often plenty.
Then, texture it to a plain or multiple plains.
Position it then SET OBJECT TO CAMERA ORIENTATION Objno.
Really vague, sorry but particle systems are simple yet complex things, you should probably experiment with smoke particles first before getting anyone to explain more complex particle effects. I strongly suggest that you get in the habbit of storing your particle settings in an array so you can have them react differently without having to code each instance. Things like fading and moving speeds, textures, etc etc etc - it gets a bit complex so start small and experiment a lot.
Van-B

The nature of Monkey was irrepressible!.