How to fry in a wok without burning oil? So I have a wok that I really love using for stir frys / curries because of its high walls. 

I'm having a lot of trouble though keeping the oil from smoking. It seems like whenever I have the gas high enough to brown things in a reasonable amount of time I get smoke, particularly from the high walls. I typically use grape seed or canola oil, and I feel like I don't have this problem with traditional flat frying pans.

Is there some trick I don't know, or am I just impatient?
I think you will find smoking inherent in the wok construction. Every bit of oil that spatters up the sides from deep-frying will smoke.

You may reduce smoking-sides somewhat by using the smallest burner possible but not entirely eliminate it. Many Chinese restaurant kitchens (many Indian too) have small 6 - 8" openings above furnace like flames that the woks nestle into. The sides are sealed against excessive heat.

Also, the heavier the wok the less the sides seem to start smoking ahead of the base which is counter-intuitive given the better distribution of heat by heavy or copper-bottomed woks. I am less certain about this point, merely personal observation.