I hope it is 'cause mine does the same...

2006 3.0D (M57TU D30) 90,000kms

I put it down, in part, to the poor quality diesel I have to use (no low sulphur here), but I do believe it is normal for all diesels to smoke a little if the engine is not at operating temperature. It is something to do with the fact that diesel does not initially burn clean until a certain temp is reached. The smoke we get should smell like diesel smoke and not oil smoke, if you can tell the difference!