Alright, thanks for the advice guys.
Ghost - No, I am not positive WHERE the smell came from, but I know the smell came out of my PSU fan, 100%. Now, do you still want me to smell the different areas of my comp?
The slowness SEEMS to be fixed right now, I can play on high graphics, etc. But then again, I haven't had the computer on and playing all day like usually or so. Regardless, the burning smell is still a worry to me, whether the slowness is fixed or not.
this sounds like a mystery movie