But bottomline: I agree with
@Caw and Gordon: draft issues.
The system consists of 3 parts: the chimney, your stove, and your home. Assuming your stove is good, that leaves your home and your chimney. (Assumption because new stove, good brand, no expectation that's wrong -but I hope someone else with knowledge of this stove could chime in, baffle boards properly seated etc? I don't know your stove but there are folks that'll know this stove around here.
@begreen is often very to the point in these things, but I don't know if he knows this stove),
Back to draft issues: Air flows into your home through leaks. It gets sucked out thru your stove by your chimney, in particular if you have heat in the stove (hot coals is enough), and by other appliances.
If you open a window in the same room as the stove, you should not have an issue getting enough make-up air in for what your chimney sucks out.
That leaves your chimney as the root cause. Hence my questions above.