To use burn with smoke on minimize of windows you go to animation and check it. Go to Minimize Animation tab. You'll notice zoom is the default setting. click on it to highlight Zoom, then click edit tab and from where it says zoom in the drop down box select burn. Adjust duration to 400 or whatever speed you want to minimize. To add smoke goto the Effect Settings tab and go down to the fire section and click on the arrow to open settings. Click on  fire Smoke. there are other settings here to slow down minimize, size of flame, etc.  My setting are as follows:

Number of particles-----1000

Fire particle Size---------2.0000

Fire Particle slowdown--6.5000

Fire Particle Life----------8.250

Information provided by P.D. Smith, on the Klikit-Linux forums