The reduction section in your catalytic converter, the part that changes NOx and some CO (carbon monoxide) back to N2 and CO2, also has the tendency to start absorbing SOx, or oxides of sulfur when its internal temperature drops below about 500°C. As Pat stated, sulfur is a natural contaminate in most fuels which, when burned, are emitted as oxides of sulphur.
When the engine is required to put out more power and the catalytic converter heats up over 600°C, the catalytic converter starts releasing the SOx as H2S and SO3. The SO3 has no odor but the H2S (Hydrogen Sulfide) gas does, which is what you smell. That usually means the reduction section of your converter IS working, regenerating itself, and purging the accumulated sulphur. The older your O2 sensor and catalytic converter is and the slower they react, the more H2S you'll tend to get.
Because sulfur reduces the catalytic converters efficiency in converting NOx, it's conentration in gasoline and motor oil is being reduced in the U.S. (eventually close to zero) by EPA and CARB pressures. Most standard U.S. emissions tests check for NOx emissions but don't (yet) check for SOx or H2S emissions.
Chumley