How old is it? How many miles? Most diesels will smoke heavily if you've been pootling around at low revs all day and then hit the motorway, but normally it'll only be for a short while as the accumulated carbon in the back box gets blown out........if it does it every time you accelerate it indicates a fuelling fault.
If it's black smoke then this is usually unburnt fuel, normally caused by either a blocked up air filter, leaky injectors in need of a re-con, or someone's been meddling with the fuelling, and sometimes it's a combination of all three. Injectors usually need new tips and needles at around the 180000 to 200000 mile mark.
With modern common rail diesels, it can be really bad and caused by an ecu or sensor problem, but without knowing the age of car, i can't say much more!