We had a car that used to get leaves into the fan housing on the 
     heater just after Autumn. The leaves would go dry and when the fan was 
     turned on they'd make a whistling sound. Eventually it would disappear 
     as the leaf disintigrated.
     
     but seen as you're getting a burning smell I'd investigate before 
     anything bad happens.
     
     o o
      O
     \_/
     
     Lee.