Above pic from http://www.examiner.com/x-801-Pet-Care-Examiner~y2009m8d31-Southern-California-wildfires-can-negatively-impact-your-pets-health
The health alert has been lifted for Denver as of today, but the smoke is still there. AND it's moving more north. If you see the haze, you know your body felt it a while ago. If you don't need to be outside, or to exercise outside, be careful and stay in. Same goes for your pets.
You don't want to compromise your respiratory system with this "haze" ... not with a major respiratory illness (H1N1 flu) coming along the pike.