blue-ish smoke or white smoke? does it happen when you start the car off after it cools down? Does it smoke under load while boosting? Is the car overheating? how is the oil level? how is the coolant level? does it look like there is water in the oil? Does the turbo make any noise under boost? did you take off the accordian hose (hose from the turbo to air filter) and wiggle the turbo shaft to see if there is alot of play?
The more info you give the better we can answer your question. Use the search tool as much as possible and narrow your post down to the closest section possible (this would be best in the turbo section, 7mgte)