When I shut off the car smoke coming from grill

You likely have an oil leak. The valve cover, oil filter housing gasket, and oil pan are common leakers on this car. Consider taking it to a professional to get it inspected! http://repairpal.com/bmw-within-10-miles-of-smithtown-new-york-11787

Or a coolant leak.....if the smoke has a 'sweet' smell, radiator coolant is leaking somewhere.