When you think of the amount 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.