Dash lights staying on, with no key

I have a 99 a4 quattro, recently i got into my car and turn on the lights and smoke came out from underneath the steering columnn, now the dash light are staying on ( speedometer, power outlet etc) and when I turn on the headlights the dash lights go off, i have no idea whats going on, I def do think something blew or grounded due to the smoke in the car