A few of the posts in here are really amusing! 
My burning question, upon reading this thread, was : How is Carbon
Monoxide formed?
I know that car exhaust fumes contain carbon monoxide. But how
exactly is it formed?
A search on the EPA (Environmental Protection Agency, USA) explains
that the sources of Carbon Monoxide are :
Unvented kerosene and gas space heaters; leaking chimneys and
furnaces; back-drafting from furnaces, gas water heaters, wood
stoves, and fireplaces; gas stoves; generators and other gasoline
powered equipment; automobile exhaust from attached garages; and
tobacco smoke.
Notice the common denomination amongst all these would be
gas-powered appliances, or poor ventilation when burning certain
substances like tobacco, or poor ventilation when having a burning
fire in the chimney.
Nope... no mention of our very humble aromatherapy candle or
burner. 
Next, they listed ways of preventing Carbon Monoxide Poisoning
:
Keep gas appliances properly adjusted.
Consider purchasing a vented space heater when replacing an
unvented one.
Use proper fuel in kerosene space heaters.
Install and use an exhaust fan vented to outdoors over gas
stoves.
Open flues when fireplaces are in use.
Choose properly sized wood stoves that are certified to meet EPA
emission standards. Make certain that doors on all wood stoves fit
tightly.
Have a trained professional inspect, clean, and tune-up central
heating system (furnaces, flues, and chimneys) annually. Repair any
leaks promptly.
Do not idle the car inside garage.
And nope... still no mention at all, of our aromatherapy candle nor
burner.
So, whilst I still could not find out how carbon monoxide is
formed, this site provides plenty of information, sufficient to
allow us to conclude that it takes more than a burning candle or
aromatherapy burner, to cause Carbon Monoxide Poisoning.
So, let's close this X-file! 
