Transformer Blow

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So the transformer on roof of my office blow this afternoon. I walked out of my office the hallway was smokey and there was a terrible smell. I started walking toward the front door to go outside because the smell was killing me, by this time I had three other departments following me out. The HR Director was sitting at the receptionist desk, she told everyone to go back to their office. She informed use that the transform blow on the roof and that smoke and smell was carried through the ventalation system and there was nothing to worry about. The fire alarm isn't going off, go back to work. So I have been sitting here for an hour, I have a headache and feel like I am going to throw up. These seems totally rediculous to me, what about you, does this seem right?