Does anybody smell smoke?

Try to put one of the Nicotine patches on it.
..sorry, couldnt resist.

Wow, that's weird... I had the same thing happen when I bought an Audioquest 3 foot stereo-to-mini cable from somewhere in the far East (China or Japan if I recall correctly).

It distinctively smelled like strong cigarette smoke... almost 'ashy'... like the ashes of a burned cigarette. I commented on it immediately when I opened it.

Weird.

Wipe it down 2-3 times, clean towel each time, with hydrogen peroxide (the common 3% solution from a drug/grocery store).

Follow this up with a few towels soaked with hot tap water as the heat/water combo will neutralize the HP.

Hey, if you want to get cancer from second hand smoke, buy a used guitar amp from a pawn shop. Especially one with a pebbly finish to help trap the chemicals. And one that is a tube amp so that the chemicals are cooked right into it.

On a more serious note, not that my last comment wasn't serious, the smell should go away eventually, but wiping it down like Dekay suggests is a good idea.