With all respect, and please don't get upset with me, but there are tons of threads here on this subject. The issues are multiple, the possible causes multiple, and the suggested fixes multiple. I would have to almost write a book to try to answer your question.
So, please consider doing a little research with the search function and then return with maybe a follow up question or two.
I have some ideas about why some people get "smoke" under certain circumstances and why others do not.
I can say that if you are going to go with a setup like mine (catless DP/RP), then you will increase your chances of smoking under certain conditions. MS3 is the fifth high boost turbo car I've owned (three SAAB's and a Volvo before this). Every one was modded by me with aftermarket ECU whith higher boost and catless big DP/RP exhaust systems. Every one before ran Garrett turbos, so it can't just be a problem with our Hitachi-Warner K04. The Garrett's however, were jounal shaft design, like our K04, rather than the newer ball bearing Garretts. Every one of them has some degree of "smoke" under certain conditions. I believe it comes with the territory and that there is a lot of needless alarm about this issue and a lot of unnecessary warranty claims.
Read the treads and come back with your more specific questions. I'll be glad to give you my view of the issue and I'm sure there will be others who will either disagree or have different approaches.