Burning oil ??? maybe leaking valve cover
 

when ever i drive my car and stop at a light i smell something buring or something like a burnt smell i really dont know what it is and i know my valve cover is leaking a little i know that anyone have any ideas?? oh and it is a 2.8 a4 2001

There's a good chance that it is the valve cover, I know mine did. I would replace it and see where that gets you.

2nd on the valve cover seal, next on the cam seals for the 2.8..