Smoke and smell never good, if you suspect the filter leaking, let cool and try tightening by hand, if that does not fix leak, remove filter(check for double gasket), clean seating surface, oil gasket and reset or replace filter.
If the CEL is illuminated, scan for codes and let us know...
If it related to work performed by dealer let them rectify the problem to maintain any warranty fallback.
92 Ford Explorer, 450k
97 Ford Explorer, 400k
99 Tracker, 4dr, 4x4, 2L DOHC, auto 215k