Shouldn't smoke when fuse goes at all that's why you have a fuse

Bbut could be that whatever caused the smoke is what caused the fuse to blow usually a short circuit or old wires. The casing gets brittle and cracks, causing a short which makes hot wires which melts off the plastic casing, fuse goes, wire cools, plastic cools and no evidence of a wire fire But best well check if not replace any affected wires if you have the ability.
Edited in light of fairness and non cruelty

unedited again!
Wouldn't want this happening!
http://www.filecabi.net/host/file/FlamesGTI/wmv 
Made me think twice about how wiring should be done~(well and carefully!)
Good buying on the fire extinguisher 1 should be in every car!