One of the causes of the burning smell, and yes, I have experienced that smell, is an anerobic bacteria that often doesn't cause other sinusitis symptoms, which leads some doctors to think you're slightly bonkers. Note that this is not the only cause of these smells, sometimes it can be allergy related, or it can be something else entirely. You may wish to see an ENT before anything else.
If you get no results, here is the technique that worked for me.
http://www.medhelp.org/user_journals/show/2322
The Flip-Turn Sinus Flush is mildly risky, because you have to bend over to do it, preferably in a shower, but you can also do it outside on soft ground.