Are you sure it's smoke? Where are you located? I though maybe you could be in the hot arizona sun and had your A/C on. If that were the case, its probably cold frosty air. Otherwise, if its not on, is the temp control set to the hot zone? Regardless if its on or not, if its set to the warm temp, anything burning on the exhaust pipes will get sucked up and pulled into the air ducts. You probably got oil or power steering fluid burning. Driving just forces the smoke back and thats why you get more at faster speeds. Try turning the temp knob to the cold position (leave fan off) . That should keep some of it out. In the meantime, find whats leaking and fix it.
Does the window fog up on the passenger side? Also, does the air have a sweet smell to it, almost like maple syrup? If either of these then it's the heater core.