2002 BMW 320D Smoke

You didn't say what color the smoke is or how long it lasts. Details and observations are helpful. Black smoke is a sign of too much fuel. If it goes away in a few seconds, suspect a leaking fuel injector. If it's white smoke that lasts a minute or two, suspect a leaking cylinder head gasket. You'll be losing coolant too. If the smoke is blue and lasts about a minute, suspect worn valve guide seals. You may get an additional puff of blue exhaust every once in a while.