If you have an Ohm meter, and know how to use it, you could open the engine up and place the meter across the smoke element. It should read about 18 ohms if it is good..If I recall correctly. You could also look to make sure the plug for the smoke is fully seated in the board, and that no wires are broken. On the smoke one wire, probably red, will run from the plug to the smoke unit. the other, probably blue will run from the plug to the smoke switch, then from the switch to the smoke unit.
If opening it up isn't your cup of tea, I'd probably return it to the store.