You will get smoke from a stainless exhaust mate as its condensation but how much smoke are we talking? no it shouldnt need setting up and you can get them from burton power, autospecialists or ebay, and chatter is only really audiable over say a bar of boost unless yours is an efi fiesta turbo lump? when you say you can turn them are they stiff to turn? youu may just need to tighten up the bolt at the top of the shock and then the other bolt after you put the strut top on