the burning smell come from engine compartment coz of burning grease like mr sanadi said...y smell bcoz of the shutter vent for air regulator...
when the vent set to regulate only air inside the cabin doesnt mean it completely shut off the vent, it still leave a small opening so that a little outside air is entering the cabin and fill with outside air for us to breath.
thats y sometime u can smell lorry smoke or any smelly smell entering the cabin when the windows was all closed...