Hello Gregory. Thanks for the reply.
The setup for this was really straightforward, it's something that anyone can achieve.
I used a black photographic background, but you could use dark curtains or a black sheet, etc.
Place your incense stick on a small table, about 2-3 feet away from the background.
You then need a small lamp to help see the smoke and focus properly, I placed this on the LHS, close to the smoke.
On the RHS I used my SB900 flash, which was set to manual mode on half power and remotely triggered.
You'll need to mask the flash with two pieces of black card, this stops the background being visible and eliminates any lens flare.
It takes a bit of practice and lots of shots to get some good results, but it's well worth it.
I got the inspiration from this excellent video here
http://www.youtube.com/watch?v=J2d281_HoEQ