Well it's full of rotting vegetation, they smell, that's why I always keep them as far aways from the house as possible.
I'm pretty sure their are products that help in the decomposition too.
And never ever put citrus or onions in there,
It will drive the earth worms away, and the more worms the better.
Acatually, my compost smells earthy and beautiful, it's full of grasses, coco-peat, worm castings, forest moss, coffee grinds, organic fertilizer n' such, the only thing is that ammonia smell...