I just had a new lennox oil fired hot air furnace installed after my old one wore out. No oil smell before but now pretty bad oil smell. Ran it for a couple hours to try to "burn it out" but you still can't stand it when running. You can smell it when the unit isn't on - the smell convecting through the system into the house. The basement smells of oil too. I don't see any spilled oil anywhere so I'm convinced it is either in the furnace somewhere. Could the heat exchanger be leaking fumes on a new install. Reputable installer - I have used them before and for my office rehab. Any thoughts? The smell is more than just a little minor thing and definitely needs to be eliminated.