I would go along with the above, in that it shouldn't be a problem. My guess is that you may have a glow plug not working as it should. Worth getting them checked out. Are you having to crank the engine for longer before it fires up? If so, this points to glow plugs

You should also hear it working if you start the car on a cold morning then, after a few minutes, turn the ignition off. The pre heater will probably continue to run for a bit. You may also see exhaust coming from the area that Darren mentions. I am convinced that this is what you can smell as...

Ok. Do you have a preheater? It sounds very much like the smell of the fumes coming from this. Dont worry whether you can see the exhaust I mentioned. Check to see if its the preheater.

Hi I would bet money that the smell is nothing more than the fumes from the preheater (assuming you have one). Do you have what looks like exhaust clouds coming out from around the engine bay on cold mornings? I have a preheater in both my Freelander and Defender and they both smell the...