You dont usually have this problem with an exhaust pipe thats intact.
Although fuel fumes smell like petrol and exhaust smells like burnt petrol, so you need to work out what exactly you are smelling and sort it from the cause. Some causes of increased fumes in the cabin could be a PCV that breathes to atmosphere, a fuel leak somewhere, an exhaust leak somewhere, or a leaky exhaust manifold gasket. If your car recirculates exhaust gas then you may have a leak there too.
If it gets worse when you open a window, then somehow there is some gas getting in from outside, so that would lead me to think exhaust leak, but its hard to really pinpoint with such vague info from you, Get under it and see whats going on with the exhaust as a starting point.