  In this paper, we establish a version of the Feynman-Kac formula for
multidimensional stochastic heat equation driven by a general semimartingale.
This Feynman-Kac formula is then applied to study some nonlinear stochastic
heat equations driven by nonhomogenous Gaussian noise: First, it is obtained an
explicit expression for the Malliavin derivatives of the solutions. Based on
the representation we obtain the smooth property of the density of the law of
the solution. On the other hand, we also obtain the H\"older continuity of the
solutions.
