"Fog" for light flares

[Auspiciousnight]

Noob question. What is a good and cheap way to create a smoke, or fog effect for light flares (i guess the opposite of light flares but air "shadows"? I really dont know the proper term...

Basically, I have an idea for a side shot with light behind the subject, but I want shadows in the "air" from where the subject is standing

Am I making any sense?

Any help would be awesome.

 

[KmH]

Dry ice.

http://en.wikipedia.org/wiki/Dry_ice

[edit] Fog shadows

These appear to be in three dimensions. The thin fog is just dense enough to be illuminated by the light that passes through the gaps in a structure or in a tree. As a result, the path of an object shadow through the "fog" appears darkened. In a sense, these shadow lanes are similar to crepuscular rays, which are caused by cloud shadows, but here, they are caused by the shadows of solid objects.

Theatrical smoke and fog: http://en.wikipedia.org/wiki/Artificial_fog