If you do a Google search for "window air filters" you should come up witha few options ranging from a bit over $20 to over $200. I imagine that the cheaper ones may not get all the smoke out that you want. Another option might be for you to buy a good HEPA filter and place it directly under your window.
Maybe I should have done a bit better job of explaining. I was referring to a HEPA filter unit which included a fan to draw the air in - not just laying a filter beneath the window.