Sounds and probably smells like you just need a cleaning. Have you changed the air filter? and do you also have A/C.? Is ther any rusting?
If you do not already have a Carbon Monoxide detector, I would get one. Not for just your furnace but also for any other fireplaces or appliances that create heat.
Those fellas are busy this time of year, call and make sure you tell them the smell is strong, you should get put higher on the list.