You definitely have a draft issue. You can learn a bit about negative pressure and draft on this link
http://www.drolet.ca/answer.aspx?Id=69
Other possible causes and solutions can be:
1- Your stove is new and thin smoke is coming out of the surface of the unit.
Solution : This is normal when your stove is new and has never been used. The paint needs to be "cured". You need to heat your stove two or three of times before the curing process is completed. Simply open a window in the room where the stove is located. The amount of smoke produced by the curing process should be very limited.
2- The chimney in under negative pressure, which causes a smoking problem. (Consult the drawings under the question "What do the words draft and negative pressure mean?").
Solution#1 : The chimney may simply be too cold. Light-up a small quantity of newspaper in the stove, as close as possible to the flue outlet. Leave the door slightly ajar. This small fire will slowly heat-up the chimney, until it is hot enough to create a normal draft inside the exhaust system. If needed, slowly increase the quantity of newspaper. When you realize that smoke is being evacuated normally through the exhaust system, you can build a normal fire. If you have a Class A insulated chimney that climbs along the outside wall of your house, it is possible to cover it up in order to protect it from the wind and the cold. A covered chimney will heat-up faster.
Solution #2 : Negative pressure may be caused by air-moving devices, such as a range hood, a bathroom fan, or an air exchanger. Check if smoking problems occur when those devices are working. If it is the case, make sure you turn them off when you use your stove. Otherwise, you need to make sure that the air leaving the room is replaced by air from outside the house. For instance, you can open a window slightly (by one or two inches). Ideally, the source of fresh air should be located as close as possible to the stove.
Solution #3 : Negative pressure may be caused by wind, due to the interference from a nearby structure. In order to eliminate such interference, the extremity of your chimney should be at least two feet higher than any structure (such as a big tree or a building) located within ten feet of your chimney. Furthermore, you must make sure that the extremity of your chimney is at least two feet higher than the highest point on your roof. Otherwise, the roof of your house itself may cause an interference with your chimney.
Regards,