tube smoke-caused by what??

I just recieved a quad of el34s from another A gon member today. I installed them and after 4 minutes of so, smelled something nasty, I went over to the amp and one of the tubes was smoking. The insides were not all lit up like when tubes burn up. I shut down the amp and reistalled the other tubes and eveything is ok. What would cause this? Each tube has a reading on the tops with a black marker, but only 1 tube smoked so I doubt that it was the marker burning off.
The burning might not be the tube itself, but a passive component like a resistor at the tube base, caused by the bad tube (which likely cannot be biased correctly). If you caught it quickly enough, the amp might be OK, but watch things closely for a while to see if problems develop again, and keep your hand near the power switch. Needless to say, ditch the tube - it was probably damaged in shipping.
Is your amp auto bias? If not you may have to check the bias as it may be way to high.