Yellow Diamond Clubs

Help!!! I own a Pajero 2.8 TD 1999 automatic and I have a problem which no-one seems to be able to sort out. About 2 months ago I was driving on the motorway when the vehicle suddenly changed down a gear for no apparent reason and about a mile later the engine management light came on. Since then when you first start the vehicle it smokes and runs rough for a minute or two but then its fine. My local garage seem to think there is a problem with the fuel pump but I'm not so convinced and don't want to spend in excess of £600 on a maybe so can anyone shed any light/help please?