When you think of the amonut of wool we normally wear and use - and how it behaves - the only reason a wool garment would stink is that the wool hasn't been properly processed. This document is bit of an eye-opener.
https://oecotextiles.wordpress.com/2009/08/11/what-does-organic-wool-mean/
On average, each ton of greasy wool contains:
- 150 KG woolgrease (when refined this is known as lanolin)
- 40 KG suint
- 150 KG dirt
- 20 KG vegetable matter
- 640 KG wool fiber
Suint?, I hear you ask... dried perspiration of sheep deposited in the wool and rich in potassium salts http://www.merriam-webster.com/dictionary/suint
I'd return it for a refund if it's just weeks old. Wool clothes shouldn't stink - in fact, the anti-bacterial properties of lanolin are one of the main benefits.