It's a brand new fireplace.

ocotillaks is right. There's something wrong with the fireplace, or it wasn't installed correctly. Call the place you bought it from and tell them what's going on, and ask that they send someone out to inspect it. If that doesn't work, call you local fire marshall's office as they do fireplace inspections, and should be able to tell you what's going on.

I was thinking about installing a fan to create draft. Know where I can get one?

is the damper open?

Yes, the damper is open :-)

If this is a wood fireplace , it may be you don't have enough heat in the beginning of the fire to push the smoke up the flu . We have found a quick little trick to use a propane torch to get you kindling going and get a strong fire to start with .. I would make sure you flu is clear before you begin . We use the propane torch every time now it's so much quicker

Another trick to make sure the smoke goes up the fireplace is to take rolled up newspapers and light the tip and hold it under the chimney to create the updraft you need to ensure smoke goes up and not out. Same idea as propane torch method someone else gave but not all of us have propane torch at our disposal!

Yeah, or even hold a lit roll of newspaper up the chimney until you feel it pull -- opening a window at the start can help too, as it gives a source of air to replace the pulled air. You also have to be careful that you're building your pile far enough back in the box, so that smoke not coming out front. Still, amazed that a brand new fireplace isn't jumping to service. But these tricks might get it done.

When you don't have a fire, get under the chimney and look up with a powerful flashlight.

If your house and chimney are cold, the chimney will smoke for a while until an updraft is created. This should happen in a few minutes. Some woods smoke more than others, particularly if damp. If you doubt your firewood, buy some that you know is dry and low-smoke and try that. If it still smokes, it's not the wood.