IT would not hurt to call 911 at this point if it's smoking. Yes, let them know it's now an urgent situation.
Worse case, something goes really wrong, THIS is proof you need to recover any claims of potential negligence or whatnot if god forbid you end up having to file insurance claims. ie we told them, they did not come out, now they get to buy me all new stuff because it cooked, the house burned to the ground etc etc.
Also, depending on how dirt baggy your insurance company wants to be (hello state farm), this helps clear any 'suggestions' that YOU were negligent, ie you seen a problem and did nothing to fix it before it got worse.
Aaron