Please give me any information about this issue:

My neighbor installed a new high efficiency furnace this year and it exhausts toward my house and is 10' away. When it comes on I sometimes can smell natural gas in the air in my back and side yard. Is this normal or should I warn her to have it checked out?

If you smell natural gas anytime you should get it checked out. I doubt the gas smell is coming from the neighbors furnace as its far away enough not to be an issue. There are clearance requirements designed both from the manufacture and the codes to regulate where this discharge should be located. Perhaps he did not follow the permit process when he put the furnace in? Quite common. What you might be smelling is the by-product of combustion not natural gas. In any case get it checked out by the local gas supplier as you want to be safe.