Do you still have the original muffler in your VX? That burning smell may be the muffler. I get a burning smell too, and it will vary with how the wind is blowing. At first I thought it was something in the rear end burning up (bad bearing, or tire rubbing on something), but one day after driving in the rain I parked the VX and noticed some steam coming out from under the car. When I bent down to investigate what it was I noticed that it had the same burnt odor that I would smell from time to time and that the steam was coming off of the muffler.