smoke from a pre-amp. why?

sounds to me like your preamp had just finished having sex. . . .

Well....i think it broke.

All electronical gear runs on smoke. Once the smoke comes out - they quit working. ~ George W. Bush

I hope it was under warranty. If it is out of warranty, I hope the repair isn't to costly. Good Luck to you on this.

Lovely smell isn't it? I am sure is was nothing you did it just was probably weak from the get-go.

Or maybe it was to let you know that the coals were not quite ready for the BBQ?!

From my practice(no theories for now) this could be much more than just a capacitor to go POOFfff but could also set some wires with no exempt to power transformer(depending on circuit protection), PC leads(that could be a tough fix depending on their density and thickness and finally PC-board itself(now that could only be cured if it's not burned to deep or through since the burned area is conducting!).
Building an amplifier is a tough task but building a reliable amplifier is even more tougher. The higher power the amp the higher collector voltages are applied and the tougher to build the amp.
Preamplifier amplifies voltage and most-likely have a low collector voltages as well as relatively low capacitance PS caps. It's possible for the manufacturer to accidentally reverse a polarity of one of the PS electrolytic caps that may cause different failures for example increased voltage drops accross resistors of various applications mainly power-drop or offset ones that will certainly be working in higher than normal temperatures.

BTW do you still have a warranty?

It doesn't mean it overheated. Some component failed (capacitor, resister, etc) would be my guess. Maybe an electronics engineer will see the question and have a better answer. Good Luck getting it fixed