ok, grab a small .jpg image off the internet
resize it to 1000% (not 1000x - I plead knackeredness, sorry) or 10x by the following process:
1. scale up to 250%
2. select your "despeckle" filter
3. select your mildest blur setting.
4. scale that up 400%
each of the original's pixels has now become a somewhat blurred square of 10 pixels by ten pixels, or 100 pixels total.
then, do your photomanipulation.
adjust the lighting and contrast to make the image look more grimy and dark and scary...
add your duplicated smoke... if the forger is not a moron, he'll do that in several "layers" at different transparency settings overlaid on the original background image...
check the work by scaling it down to 1/10 or 10% of the working size, to get an idea of the final look
when a satisfactory look is achieved, merge all layers.
then scale it back down thusly:
1. resize merged image to 50%
2. select blur filter
3. select median cut filter to uniformly dumb down the pixels
4. resize THAT to 20%
5. publish your forgery
Knowing that technique, have you had a chance to examine the 'blue binky' picture? Same photographer, and there's been ongoing questions about how the kid could be so dirty while the binky is pristine.