Yup, seconded with "if you can smell them, you're doing something wrong." I got a little ambitious with feeding for a bit, things got wet, and I noticed a mild sour odor... I cut back on greens for a week and everything went back to normal.
I have mine in my basement because that's where I have space for them, otherwise I'd put them in the kitchen for ease of access.
I lol'd at @Beancracker's "escape artist" comment, as I have the same problem Maybe once every couple of months, I find a single desiccated worm on the floor a few feet from the box. I salute the worm's ambition and give him/her a hero's burial in my flower tent.