I'm far from an expert on the subject, but using any open flame inside your sealed room seems like a bad idea to me. Assuming you're not building a complex over pressurized room, and assuming that you actually can completely seal a room with plastic sheeting (which seems doubtful), you've just sealed yourself in a plastic bag with a limited oxygen supply. Probably not a great idea to begin with, but if you burn anything (candles, lanterns, stoves, etc.) you'll burn off the limited oxygen you started with.

Also, check out this
thread, I think it is the one Dr. Anderson recomended, but i'm not sure.

Hope this helps,
Chris.