Thank goodness! I've know of others that did that, and let's just say, after about a week that was some icky oil!!
I think it's because your are refrigerating it. I had the same thing happen to some oil I had in the fridge.
I worry about the stability of nut and seed oil. I just think that the minutes it's pressed and that air hits it, oxidizing begins immediately. And that is not a good thing.
Coconut Oil is actually the most stable, and can be heated at high temperatures without creating bad radicals. I don't cook with anything but coconut now. Sometimes it just doesn't go with what I'm cooking, so I have to improvise.
It's a conundrum. I'm not sure how to handle the whole cold pressed oil thing.