Means its trying to do a regen, due to the ECU believing it needs one.
The new DPF should have been programmed in with Tech2 (as the ECU needs recalibrated and as part of it, it does an initial regen to set a baseline)
If thats been done (and often it isn't as garages aren't aware), then it could be pressure sensor(s) at fault, or the flexi has a hole in it stopping the regen from happening.
You also need to let the regen fully complete, the smoke is perfectly normal. drive the car on a dual carriageway / motorway at 60mph in 4th for 15 to 20 minutes once the engine is warmed up and that should guarantee the regen completes.
Do not under any circumstances stop the engine during a regen, otherwise you can end up with diesel in the oil and then dead motor due to lack of lubricity or worse the turbo oil seals blow and you get a runaway (engine burning its own oil via ingesting it through the air intake)
(had the same engine in a Saab 9-3, good torque and decent MPG.
Keep the boost sensor clean (top of the engine, rear edge, near the middle, electrical plug connected to a black plastic sensor secured with one screw, they get coked up due to soot and oil mist, easily cleaned through with spray cleaner.