Hot Water smells kind of like rotten eggs...

I have a question.  I've not heated the water yet in the hot water tank, but running the hot valve on the faucet produces water that kind of smells like rotten eggs.  The cold water valve water smell fine, sometimes a little sweet, but still clean and fine.  Why is it that the hot water from the hot water tank smells like rotten eggs at times?  Last year, it smelled like that until I heated the tank up a few times and ran the hot water for a bit.  I actually went to Walmart today and picked up their Camco water freshener to see how that works.  Keep in mind, that I always use water from my house to fill the tanks and that water is filtered from the source.  If I go anywhere else to fill up, I always use the filter attachment.  I've also checked to see if there is algae or anything growing in the water tank and it is crystal clear.  Last year I also changed the anod rod and cleaned out the sediment in the hot water tank.  I surmise that it wasn't the water tank as that would mean that both the cold and the hot would be a rotten egg smell... it's just the hot tap from the hot water tank.  Any thoughts? 

Thanks.  That was quite helpful.  My house has a water softener by the way.  This is mentioned in the article and how to fix that with a little bit of hydrogen peroxide in the hot water tank.  There isn't a spot to add the peroxide directly to the hot water tank, so I assume that if you add it to the water tank in general, it should solve the odor problem.  

Rotten egg smell is actually hydrogen sulfide gas. It dissolves easily in cold water, so it is not usually noticed in cold water.  But higher temperatures drive off the gas which you can then smell.
Hydrogen peroxide is actually water with an extra oxygen atom attached (H20+O => H2O2).  It is a strong disinfectant. It is even safe to use for a cut lip (in small quantities) because after doing its work it breaks down into water and oxygen. After breaking down, there is no chlorine after-taste.
Some people don't like to use bleach because it contains chlorine and the chlorine remains even after disinfecting.  The released chlorine atom can then attach itself to various organic materials in the water and form chloroform. It won't put you to sleep but chloroform is thought to be slightly carcinogenic.
Chlorine bleach is much less expensive than hydrogen peroxide and so is used more often.  Chlorine is still considered to be safe to disinfect drinking water...it is the taste you get in most city drinking water.