1999 Mazda Protege A/C not working

My 99 Mazda protege a/c was working fine. One day while driving I heard a loud noise coming from the passenger side of the vehicle and the a/c vents started smoking and stopped working. Now when I try to turn it on (on levels 1, 2, and 3) nothing happens yet the a/c green light stays on. On level 4 the green light turns off and air blows out. Not cold air though. Same thing happens on heat except on level 4 hot air does blow out. Also, it is very loud on level 4. Any ideas what the problem could be? Cost of fixing? Tips on how I can check it out or fix it myself would be helpful. By the way, I know very little about cars.