Salmon is a wonderful food. The omega-3 fatty acids are not only good for your body, but recent studies have found that they act as an anti-depressant. Smoking is a great way to trap in the good stuff and make it even tastier than salmon already is.
There are two ways to smoke salmon. You can cold smoke it at temperature very low over a very long time to get the kind of smoked salmon you are used to buying at the store, or you can hot smoke it to cook the salmon with smoke flavor. Cold smoking preserves the fish without cooking it. Hot smoking, makes some equally great, but quite different. The advantage of hot smoking is that you can do it in hours instead of days.
You can smoke salmon steaks or fillets. The fillets will absorb a little more of the smoke flavor but can be a bit more difficult to work with. I recommend placing the salmon on a piece of aluminum foil when you place it on the smoker. Cut or fold the foil to the size and shape of the fish so that it doesn't block the rising smoke. You want the smoke to be able to move over the surface of the fish as much as possible. You want to smoke your salmon around 220 degrees F. for about 2 hours per pound. Watch the internal temperature and you'll be safe to eat this salmon when it reaches a temperature of 165 degrees F.
As for smoke the traditional wood for salmon is alder. This is what the Native Americans of the northwest used for a thousand years or so and it imparts a great flavor to the salmon. They didn't build use chucks or chips for their salmon, they used planks. By placing you salmon on a plank you not only get to hold it together better but the smoke generated from the burning of the plank adds great flavor to the salmon.
Now just because you didn't get the cold smoked salmon doesn't mean you can't do most anything with this hot smoked salmon you would with cold smoked salmon. Try a Peppery Smoked Salmon Dip for a really great appetizer. Not smoked salmon will not last long so you need to use it quickly, but you can use it for virtually anything.