Why does my car just turn off when i turn it on? Its not idling on its own. on 1999 Mercury Cougar

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When I turn my car on, it just turns back off. And when I press on the gas white smoke just comes out from it. Now i don't even want to turn it on. And when your driving it, it doesn't pick up speed when you press on the gas. It also makes some weird noise that comes from the rear driver side. It did this like a week ago now. I took it to autozone and they told me the EGR might be blocked, and they just said to clean it good. So I did, but it still did not work and I took it back over there they just sucked the EGR Part and said that it was working perfectly. I really need some help with it.
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autozone does not employ techs. they are parts people.
the white smoke concerns me. it is an indication of burning coolant from a possible blown head gasket from an overheating problem. it would account for all your symtoms.
tkae it to a real shop for a diag to give you a lead on what you are looking at for a repair.

Okay. Thx. Also when you turn it on, it sounds like there is alot of air coming out or either its trying to suck air in, but its sounds like its somewhere near the EGR. What could that be?
could be a cat converter clogged and its pushing back by the egr trying to breathe.