Anti-pollution fault?

I have just bought a 206 1.6glx privately and now it is showing anti pollution fault. Together with that the exhaust is blowing slightly and now there is hair like stuff coming out of the exhaust!! Could the two things be related? i.e. if the exhaust is needing replacing, could it be that that's causing the anti-pollution fault message? The car had been stood for about 2 months before I bought it, just in case this is relevant to anythin?! Please help anyone as I'm a woman and dont know anything about cars really lol! Thank you.