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I picked up an Arduino starter kit from Radioshack yesterday and started playing with it today.
Didn't have anything wired into it; we just played with some sketches and for-loops making the on-board LED blink recognizable patterns.
Scooting the cable and board back from the edge of the table, it went dark.  I unplugged it from the Toshiba laptop and plugged it back in.
It came back up for a bit, then after a few more minutes of running its program, went dark.

I investigated driver issues, etc.  I confirmed the usb port was working with a USB mouse.  I jiggled cables.

I took the arduino Uno and cable to my usual software development laptop (I love my day job) and plugged it in.  MacOS X came up with a dialog informing me that a USB device was drawing too much power and that USB devices were shutdown until I knocked that off.  I unplugged the board and inspected it, looking for obvious shorts, hot components, crispy bits, etc.  I plugged it in and got the dialog again, and then unplugged the board from the cable.  The dialog was still on.  then smoke started coming from the USB cable at the arduino end.  I unplugged the cable.  I hope my laptop is ok.

I'm planning on taking the whole kit back and swapping it out with another.  I don't think the program was unusual.  I hadn't had anything wired to the board to short.  I'll post a gist to it.

I also tried hooking up a 9V battery just to see if the board was alive. It stayed dark.

So much promise for fun!  Dashed! smiley-sad.   Will try again with another.

Any ideas?  This seems unusual.  I don't see a lot of comments about actual smoke. 

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sounds like some short circuit (in the cable?) to me.

if you only connect the USB cable without the Arduino, do you get the same msg? !! warning: might be risky !
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Was the Arduino sitting on anything metallic?
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Scooting the cable and board back from the edge of the table, it went dark.

You may have to be a bit clearer about what actually happened at this step (scooting?), as this seems to be where the problem occurred.
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Until the move to the macbook, we were on the dining room table, which is wood.

While at the MacBook, the device was on in my fingers and/or on my pant leg, and quickly moved to a wooden stool when smoke was noticed.  The pant leg, in hindsight, now seems a bit dangerous (to me, not the Uno).  No rivets.

Yesterday evening I dropped by Radioshack and picked up the replacement.  The Uno ran our program, and I made sure we were on a piece of plastic, just in case the table has some weird coating.  I don't think it does.  I think the problem was probably the cable.  I don't have it to try again and probably wouldn't with any equipment I value.

When I looked in the plug I didn't see any unusual char, only some very faint discoloration near some of the contacts. 

About the scooting, my 7yo was with me.  I'm trying to spark some interest.  I had the UNO close to the edge of the table so he could see it.  After our first few programs, I scooted it back from the edge about, oh, 10" or so.  I don't recall if I picked it up at the edges, moved it by moving the cable.  Only that it went dark and required unplugging and replugging. 

 
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Static electricity is always a potential issue, too, and this is the time of year it becomes a real problem in the Northern Hemisphere.

-br
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In the absence of additional wires, I would suggest it is impossible for your code to make it smoke.

Now if you accidentally wired 5V to Gnd, yes, possibly. Or if you hooked up a big motor to an output pin.

Where did your USB cable come from? They don't normally come with the Arduino.
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The USB cable came with the "Make: Getting started with Arduino Kit"   UPC 0 9492202127 4

I was pretty sure I couldn't make it smoke with code alone. However, this exploration into hardware is out of my usual element, is new, fun and interesting and I haven't smoked anything in a long time, so I had to reach out and ask others/y'all. I never saw anything hot on the board, only the cable.  Until I can reproduce the problem (and I don't really want to be able to do that) I'm content to chalk it up to a fluke problem with a cable or connector.

The code is pretty boring, but this is what we got to.  https://gist.github.com/4055460
The boy and I counted the flashes.



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