Your house may be well insulated, but still not very air tight. When the stove is not in operation, the chimney, through the stove, is just another low-level air leak, like a gap under a door, leaking heavy cold air in low and displacing warm interior air up higher, such as through air leaks into the attic. One symptom of a leaky (typical) house is that the interior air gets dry from overventilation in winter, to the point where you'd like to run a humidifier. Another would be the formation of ice dams and icicles at the roof edges, from warm interior air leaking into the attic. Air sealing will help this.
A good place to ask questions about your stove installation would be in pellet stove subforum here:
http://www.hearth.com/talk/
For air sealing the attic floor in a leaky home, a good starting place is here:
http://www.greenbuildingadvisor.com/...-sealing-attic
For more a general list of "how to" information, including air sealing in general, see
http://www.greenbuildingadvisor.com/...-do-everything