what year, make and model car?
what engine does it have in it, and does it do it all the time when you start, or is it a hot or cold start issue
The check engine light being on could help us a bit. The check engine light comes on when the car's computer detects that a component is not operating within its limits. What you need to do is get the vehicle scanned for codes. Many auto parts stores will scan the computer and let you know what the code is for free. Once you get the code, let me know. That little bit of information will make for a quicker and more accurate diagnosis.