If it's not in a smokeless zone, and if his house has a reasonably high chimney so the smoke spreads far and thinly, rather than remaining close to the house, then is there anything *legally* that he is doing wrong? You may not like the smoke, but that's a different matter.
It may be his main form of heating: if you force him to stop using it, he may have to go to considerable expense to change to another form of heating. I bet he really *loves* living next to you.