Smoke would not come from your urine. Urine is warm (at body temperature) when first voided, so could it be that the air temperature where you are urinating is low enough that the water vapor from the warm urine is visible in the colder air (like when you "see your breath" outside on a cold day)?
On the lighter side:
Maybe it is caused by a nicotine addiction?
Do you eat a lot of chiles or hot sauces?
They say that smoking can reduce tension. I know that if I were urine, I'd be pretty stressed about it...
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Umm, I don't think it smells like charcoal, but you probably need more water in your system if it ummm.... smells.
Asparagus will make your urine smell like smoke. Maybe not the only reason, but everytime I eat asparagus it smells smoky