If you have a burning smell coming from your car's engine it could be a few different things. It really depends on the type of smell too. If it were a belt slipping you can get the smell of burnt rubber. If it were engine oil leaking you would have a distinct petroleum smell (also you would like notice a little bit of smoke depending on how much). Look under your hood for anything leaking. You could have also overfilled your engine coolant so when pressure rises it overflows and the antifreeze is getting on hot components creating a different smell.