Here's how to do it properly so the pores will seal out odors:

A. Lightly oil the pan with vegetable oil. Don't forget to do the lid too.
B. Place the pan and lid in a 350 degree oven for 1 hour.
C. Make sure you put the pan in the oven upside down. This is essential or you will bake the oil in and have a sticky residue.
D. You might need to season the pan 2 or 3 times before you first use it.

Store your cast iron with paper towels between them to absorb any excess moisture and prevent rust. If you have sticky residue, use lots of elbow grease and steel wool with no detergent, then re-season. For rust, you must scrub and re-season.