First things first, burnt fuel oil smell can definatly mean there is carbon monoxide getting into your home. If you dont allready have one get a carbon monoxide tester. With that said....
Call the company that put it in and have them come look at it. There are many things that could cause this, draft back down chimney, bad barometric damper, bad heat exchanger (not likley if it is new), if the blower is 'more powerful' as you said the fan speed may need adjustment. Best bet is to have a professional look at it and tell you exactly what is going on. IMHO anything to do with fuel smells needs a pro.