umm you have a HEADER. But the smoke could be a number of things.
When you drive the car does it sound ABNORMALLY Loud? Look underneath the car and see that the header meets the cat. If its hanging off then it just needs to be aligned properly and bolted in.
It could also be a coolant leak that starts to BOIL on the exhaust after it gets hot.
What does it smell like? Does the smoke smell like exhaust or burning coolant?