We installed a new furnace in our modular home a year ago. Since it was installed we have a problem with fumes when the furnace is running. The manufacture told me to duct air from under the house to the combustion.
The fumes occur just before the blower shuts off. It is a forced air unit.

This is an oil furnace? The blower should run on after the oil shuts off for a few minutes to cool the furnace down. The very last of the oil that comes out may not get burned, producing the fumes. I think you have a serious problem. The fumes should be in the combustion chamber sealed away from the circulating air. If there is a leak, you could be getting carbon monoxide and other problem fumes the entire heating cycle. I would instal a carbon monoxide detector today. Call the manufacturer Monday. If you installed the furnace yourself, it is possible you didn't get something right. Most come already fully assembled. Look for a misaligned door to the combustion chamber, missing seals, and anything else that could allow a leak between the combustion chamber and air jacket. Look for a residue of oil in the air jacket. If do, try to fix the leak where it is coming in.

If you can't find anything, and the manufacturer can't help, you may need to bring in a professional. I hope if there is a problem with the furnace, it is still in warranty.

You may have insufficient draft. That can cause pressure in the burn chamber resulting in smoke and odor around the furnace. The person who installed the furnace may not have made the proper draft adjustments. There are numerous adjustments to be made on an oil furnace.
As for combustiion air, there is a special hood that connects to the air intake area of the gun and can be pipe directley to freah air.

If you have a forced draft, it should continue a little after the oil shuts off. If the crawl space is too tight, that could restrict the draft. Try a cycle with the access to the crawl space open and see if it helps the problem. Also, make sure the vent is piped tight and completely open.