Are you sure this isn't just the paint on the stove? The paint produces vapours when heated the first few times. Mine is 20+ yrs old and can still make a little bit of a smell if I accidentally get it hotter than usual.

Try to hold a lighted incense stick/cigarette around the stove when lit. Follow the direction of the smoke, see if it is blown out somewhere or sucked in. With an independant air supply the smoke from the incense/cigarette should rise straight upwards, following the heat emitted from the stove towards the ceiling.
If the smoke is sucked into the stove or blown away from it then stove is a.) not sealed at the junctions or b.) defect, cracked.
 
Or the chimney isn't working. Many people use incorrectly sized or incorrectly built chimneys.A chimney build for an open fire is not suitable to connect a stove or a boiler.

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Thank you both belatedly for the advice, problem seems to have sorted itself, but what each of you said was useful.

When you light a stove for the first few times it will smell as the paint cures. Make sure that your second firing is decent - if you don't get the stove properly hot then you just prolong the situation. Keep it hot till it stops smelling - around 2-3hrs possibly - and open the windows of course!