Re: smell oil burning
Have you had an oil change recently and/or checked to make sure there isn't some residual oil on the bottom skid plate?
If you take it someplace to get done, many do not take the time to drop the front skid plate or care to ensure oil doesn't splash all over when they take the filter out. This oil will often make its way back and splash onto the exhaust.
Any visible drops of oil in the driveway?
Are you sure it is oil and not another fluid burning up?