Replace carpet with linoleum in the smoking room. Unlike carpet, linoleum won't retain the smell of the smoke.
Draw out the smoke as it is produced by using an exhaust fan. Install the fan in the ceiling closest to where you will be smoking. Experiment with the fan settings until the air and smoke flow out of the room. Turn the fan on when the room is in use.
Block off any cold air returns while smoking. This can be done with a garbage bag or any material that can block the vent. An air conditioning system should serve only that room.
Spruce the space up with some green plants. They are nice to look at, and they help filter cigarette and tobacco smoke.
Add smokeless ashtrays to the room. These ashtrays look like cups with lids, and they keep smoke smoke from escaping the room.
Set an air purifier in one corner of the room. A single air purifier should suffice if the room is 9 x 9 feet or smaller. If the space is bigger, you may need to put air purifiers in a couple of corners. Because the smoke is isolated in this room, air purifiers will be more effective at removing other contaminants as well as any smoke particles.
Add a chair or two, depending on the number of people who plan to use the room.
Clean the room regularly to prevent the smell of smoke from becoming stale.