yes, but it's not the pthalates that you're smelling. One of the things that is scary about them is that they dont have any taste or smell as far as I know. I do believe that it's just the plastics continuing to cure.
I dont THINK that there is anything to worry about as long as this is just regular plastic stuff that you're smelling. It's possible that it's a bad batch with something nasty in it? This does sometimes happen, like some of those plastic sandals that WallMart was selling that are giving people chemical burns on their feet! I dont know, but let it air out for a while and see what happens.
Generally there is nothing to be concerned about in the amount of any chemicals that you'll encounter by being in the same room with something. Pretty much anything will be well below the toxic threshold. Despite all the talk of random unnamed scary toxins, we're all doing pretty good because there is so little of them. I woudn't want to eat any plastics regardless of whats in them. Even PVC itself is toxic if you grind it up and eat it, but you can wear it next to your skin your entire life and it's fine as it can't get you that way.
Even pthalates aren't anything to worry about. They aren't "toxic" but their action may mimic hormones in the body, so it is possible but not proven in any way that they might cause changes especially in children. But that is in very high doses that you're not going to get from being in the same room with your headlamp or anything else. The concern here is not that they are toxic, but that we're using more and more of them all the time in more products and eventually we will reach the point of exposure where the concern becomes real. So it's important to find alternatives before we reach that point and start to get them out of the system. But you're not going to explode if you are exposed to a tiny amount in any commercial plastic product. And now we're replacing them with new chemicals that we dont know as much about... oh well... darned if you do darned if you dont