burning smell please help

I have just bought a 99 m3. It is my first bmw and wanted to test it out. I was driving it pretty hard and shifted my gears wrong and now my car emits a burning smell from the driver side only. When I step out of the vehicle I only smell it on the driver side. I walk around to the passenger side and no smell. should I be worried or will it go away in a bit. Thanks in advance.