If your modeler supports png's or tga's, you can make a smoke texture and then put it in the model. Otherwise you'll have to shape the object a little and then put on a cloud texture or whatever, of course, you have to make it transparent.
^ who knows, but you can use anim8or, any file format will look fine just get a gray, smokey texture, and set the transparancy, then export it, then put a bunch of smokes into your ride, and your good.