[Mustangmom2k]

Haha! Rookie! (Sorry, just had to laugh. I know it wasn't funny, especially since you had to open windows when you were trying to get warm!)

When the air outside is cold, and you first open the flue, all that cold outside air rushes down into the house. You have to pre-heat the flue by lighting something small, like a rolled up sheet of newspaper, and holding it there for a few seconds. Then yu light the main fire. Otherwise, the cold air will shove the smoke right into the house. Once the flue is heated up, the smoke should start to rise up the chimney. Sometimes you have to open a window a crack to get a positive draw up the flue.

Are you sure that the flue is a real one? You said it was a gas fireplace, so maybe it doesn't have a real, functional flue. Either that, or there's something blocking it...a bird's nest or something.