SouthernLord made a good point about the cheap products. You should probably avoid that cheap stuff from supermarkets. It can be either underprocessed, or not carefully stored and actually begin to go rancid even before it gets to the consumer.
to figure out if the stuff you have is too funky to use, bite one of the gelcaps and taste it. If the taste is very fishy, then you probably shouldn't take it. Conversely, any fish oil with no detectable fishy taste at all has been overprocessed (so the taste will please really finicky consumers) Vitacost sells a very good preparation on their site that's pretty much the same cost as that cheap supermarket shit. Try that brand, but be certain to keep it in the fridge.