What you may be smelling isn't smoke but the wax from the wax logs. When someone is using those things and I enter their home, all I can smell is the wax. It permeates throughout the house.

Make sure your damper is wide open before you light the fire, and take a piece of newspaper, light it with a match and hold it above the log near the damper. This will help to give an updraft a head-start, so the smoke and smell will go up the chimney. You might also open a window in the room just a crack, so that will help the updraft as well.

Also, if you have an exhaust fan anywhere in your house make sure to turn it off, or at least close the door of the room in which it is located, because the exhaust fan will conflict with the updraft that you need in your chimney.

I'd 2nd what haus said..

My fireplace will occasionally smoke like mad if I forget to get an up draft going first. I usually just roll up some newspaper, light it about halfway up then hold it at the top of the fireplace (so smoke can only really go up).

Then if a light a match and hold it in the top of the fireplace and the flame doesn't move around from a draft, it's good to go.

If it's smoke while the fireplace is going, you might want to check your flue. If it's one that rotates with the wind, check to make sure it's rotating properly, otherwise you could have wind blowing straight down your chimney.