Here, I have set my camera to Manual mode. You can also try Shutter Priority if you would like to concentrate on shutter speed and not have to worry about the rest.
Next, I like to keep my ISO as low as possible to avoid digital noise on my images. It might be tempting to set your ISO very high in order to get a fast shutter speed, but you also risk overexposing your image because the light being reflected off the smoke is very bright.
I suggest your open your lens to as wide an aperture as possible. I used my 50mm lens, so I was able to go all the way to f/1.8. This allowed me to shoot at 1/1000 sec. Plenty fast to stop any motion in the smoke.
Continue on to see a few images from this shoot.