Just thought I would share this with anyone having this problem. Everytime this fall when I used the heater, I get this smell like something is burning. It kinda comes and goes. I openned the hood to check things out and there were a bunch of half burned maple tree seeds trapped in the space above the exhaust manifold. (kinda bad design as it traps leaves or seeds). Strange how they got there since they must have had to have blown there, but they were starting to burn and the smell was getting sucked in the air intake.
We do have a big maple tree next to the drive way, but none of the other cars we have or had ever had this issue.
Anyway, hope it helps anyone who might have this problem.