well the gearbox, it could be a selector fork, this is a common problem but involves dissasembly of the box, and like josh said, you gotta rebuild the whole box while you are there.
if the synchro is gone, you will have trouble getting it into gear without it crunching.
blue smoke is oil, if it puffs a big load when you first start it its valve stem seals which are fairly easy to fix.
if it is constant, its piston rings which requires at minimum dissasembly of the motor, rehone of the bore and re-ring, but nearly all minis will need a re-bore and new pistons,
while you're there you gotta check the condition of the rest of it.
if it didnt blow smoke before and you just fitted a new exhaust it probably means the old exhaust had leaks or holes.
blame the guy who sold you the car.
if you're not interested in messing about with it,
i'd recommend getting a low km engine from
http://www.brickworx.com.au/