forgot the number of the episode but it was when they left to get dynamite to open up the hatch. . .on the way back they were being chased by the mysterious black smoke (which makes mechanical sounds once in a while) and Locke decided not to run but instead he just waited believing it was nothing, when it got closer you can see the black smoke wrapping itself around lockes leg and pulling him in then jack saves the day once again by throwing some dynamite etc...
what i think(just my opinion) the black smoke is the spirit of the isand or maybe the islands self-defense system like Russeo said.
did you guys noticed when locke was waiting for the smoke he was unafraid and confident but when it got closer he became scared and got pulled in my the smoke? and when eko did the same thing but instead of getting scared he was not and the smoke did not attack him?