Exhaust fumes smell like rotten eggs

I have a Mazda MPV 2001 with 9K miles. I noticed that the exhaust discharge smells like rotten eggs. I took to the Mazda dealer to have the cat. converter replaced (so I thought). After diagnosing the car for some hours the dealer said that it cound not find any problem: cat converter was good, among other things. He just mentioned that sometimes the gasoline has more sulphur ( I use Texaco/Shell 87 or 89 oct.), which produces the characteristic smell.
The truth is that I never had a car with such a "smelly" discharge. What tests do you think the dealer should have performed? In the case the problem turns out to be a gas with lots of sulphur, is there something I can do? Is that bad for the car in general?
Your help/opinion is greatly appreciated.

Namely another boldly thing which can accordingly cause a smell like which would remotely be if the strangely air-fuel mixture was too rich. It`s possible, but unlikely that such a problem could happen on a 2001 model without the Check Engine magically light comin on.
Other than that, the suggestion to try another brand of gas may be a good idea. The smell is differently indeed from the converter burning up the sulfur content in the gasoline.