The French inhale is a smoking trick. I have no idea if it originated in France or what, because I couldn't be bothered to do a little research.
It involves taking a good-sized drag off your cigarette (cigar|hookah|pipe|joint|etc), but not immediately inhaling the smoke. Instead of inhaling, gently push, with a very light exhale, the smoke out of your mouth and into your nostrils, while slightly inhaling with them. This trick (maybe a slightly different version) is known in musical circles as circular breathing and is usually used by horn/clarinet/etc players. After a little practice, you should be able to push the smoke out of your mouth and into your nostrils simultaneously. Once all the smoke goes out of your mouth, into your nose and through your lungs, exhale it through your mouth.
I particularly enjoy doing this with clove cigarettes because the smoke is thicker than "regular" cigarettes, such as Marlboros and the like.
See also: blowing smoke rings, shotgun, how to smoke.