Just bought a 530 diesel Automatic Touring from 2001. When switching on the auxiliary heating white smoke can from under the car

. Does anybody have experience with auxiliary heating? The manual states that it is required to switch the aux heating on at least once a month, also in the summer, which the previous owner might not have done. Can it be that the smoke is just some dirt and oil on the outside of the aux heating, or should I go the local dealer to have it checked? All input appreciated.
PS what do you think of the car?