Some amount of smoke is part of all types of welding and if it is a big problem (like burning paint next to the weld), set up a 20" box fan, pull the smoke though the fan away from you and toward an open door. Do not point the fan at you, as it blows the smoke into you and can blow away some of the welding gas, giving you a poor weld.
A few notes from experience: Welding light burns skin (just like a sunburn, but can get bad}, so cover exposed skin with 30+ suntan lotion. When TIG welding, I just wear short sleeve shirts and suntan lotion, but when MIG welding, I still wear short sleeve shirts, but also wear a set of green colored welding sleeves, as I have found these to be best on a hot day.
Do not wear light colored T-shirts (white is worse), unless wearing 30+ suntan lotion on chest and belly, as welding light goes right though them and burns skin. Medium to dark colored shirts work OK.
Buy suntan lotion, as the new type of sprays leave an orange colored tint on shirts and it does not wash off.
One final note: If a guy tells me he has welded for quite a while, I look at his forearms to see if he has spots on them (white in the summer, as the skin around them is tan). These spots are weld burn scars and everyone that welds gets them sooner or later and the more he welds, the more he has. I have more then I can count and even have a few on my legs.