I suggest you go out and the book Ferrets for Dummies immediately. It will go a long way to explaining all things ferret.

Quit bathing your ferret immediately!!! You are only making the smell worse. Give it time, you will get used to the smell.

Ensure you are keeping the litter box clean, as nothing in this world smells worse than ferret poop.

Good luck with your ferret. If you have any questions going forward please ask those of us who have ferret experience. Once you get to know your ferret you will surely fall in love as we have and you won't mind the smell at all.