I've been programming a game for a while now ( for learning purposes, as it is my first. ), but I have hit a brick wall.

I want to create smoke/fog on a black background ( with DelphiX ). I have searched the NET for tutorials and such,
but cannot find anything. I have looked into particle systems too, but most of the tutorials I find is quite complicated and the sample code I found tends to confuse me.

One solution will be to create smoke effects in Photoshop, but that isn't really an option cause I'm no good with drawing .

I don't know if any of you have played SKYRIM before? Well at the main menu there is a fog/smoke effect right? That's what I want. I've spent 2 months trying to figure this out with no luck. Any of you have ideas/sample code/tutorials that might help?