too smoky????

hi, when booting my 2007 2.0tdi 140 avant with 46k on it seems to be really smokey, my mate followed me the other night and i booted it and his car disapeared in my mirror!, and he commented how smoky it was. i do drive the car properly not sedately, so its not like the soot can build up, ive noticed this more when pulling out of junctions/roundabouts lately, so is there a problem??, also it seems a bit like its missing when cold at about 30mph, but is ok when warmed up. could thses problems be related, just asking before i take it back to audi and they say " its a diesel sir its supposed to smoke"