AC to DC rectifier, smoking
What little you show of your schematic is correct.  That leaves a list of things you could have gotten wrong or are wrong of the schematic you showed.

Check that the diodes are really all oriented as you show.  The cathode will have a silvery band painted around the diode body near its end.

Check the open circuit voltage coming out of the full wave bridge.  With no load and with even a little bit of capacitance there, in theory you should get 18V * sqrt(2) - 1.4V = 24V.  However, the transformer is likely putting out more than 18V under no load.

Are you sure whatever is connected to the DC output can handle up to 30V without damage or excessive current?

Are you sure the transformer is intended for 240V input, not 110V?

Are you really sure neither side of the transformer secondary is connected to your ground?  That would short two of the diodes.  The transformer secondary should only be connected to the diodes.