I'd suggest putting one of the skeins/balls of yarn in a pillowcase and running it through the washer and dryer with a delicate load and seeing what happens. I'd be worried that the yarn might get all tangled.
You could also try putting the yarn in a plastic container with something that smells nice like cinnamon sticks or a car air freshener for a couple of days to see if that helps at all. (this is an untested theory) Another thought is an open box of baking soda supposedly helps keeps the refridgerator from smelling so perhaps putting the yarn in a plastic container with a box of baking soda or other store bought de-oderizer for a few days might help.
If all else fails you could put up with the smell while you crochet knowing that you can wash it once you've finished.