Well if you have exhaust fumes coming through, then you must have an exhaust leak, either from the manifold or from the down pipe connection. Can you not hear the exhaust blowing? Either way, you need to rectify this asap as it's very dangerous.

As for the ECU light coming on, i'd suggest that you get the engine to undergo a diagnostic check, which should then give you a fault code, so you can identify the problem.