Turning acrylic: don't like the smell!

I am making 9 pens for a customer and she has requested acrylic for the blanks in a color scheme that matches her school colors. This is my first foray into acrylic. I have turned 4 of them so far (I’ll post the project when all 9 are done, they look cooler in numbers) and the smell is just horrific. It has migrated throughout my entire house. It was the worst at the drill press, so I really slowed down the feed rate and backed up the quill a bunch to keep from overheating, but I still get a strong smell while at the lathe. Am I doing something wrong here or does it just work like that with acrylic?

Any tips for controlling or quickly eliminating the smell? My vote is to go back to wood!

-- Check out my blog and podcast "The Renaissance Woodworker" at www.rogersfinewoodworking.com/blog