i just bought a detector also and was wondering the same thing. we have a ventless gas fireplace that hasn't been used since we purchased the home 2.5 years ago. i finally turned it on. we don't use it often. i think I read the ventless gas fireplaces are banned in CA, MASS and Canada.
edited - lets not go there
Ventfree gas fireplaces cause problems when not properly serviced. There are many opinions on them, mostly from the uninformed.
The exhaust pipe in the box should give you 300 ppm CO in a very short time.