New fireplace inserts must be EPA certified like new wood stoves must be, nowadays. This means that they burn cleaner and are more energy-efficient than they once were.
Your insert must be installed with a positive connection with the chimney. If it is not installed properly, different situations can cause creosote buildup. This is a potential fire hazard. When properly installed, the connector sends smoke and gases up more directly than without the connector, minimizing combustible deposit build-up.
Even so, be sure to have your chimney professionally cleaned once a year.