first time poster with 200sx question

This is my first time posting in this forum because I have just finally bought myself a car. It just so happens to be an American 98 Nissan 200SX SE with 40k miles on it. The car when I bought it a week ago felt like it was in perfect condition, I had all the service records for the car all the way from 0 to 40k along with the carfax reports. My problem is now that I have bought the car and keep it in my garage, I notice that there is this horrid burning smell coming from under the hood as well as from my air if I don't turn on my "recirculate air" button. What is the cause of this? and is this common in a 200SX?My only modifcation is that I put a rather large exhaust on the car that was professionally done while all required tuning and servicing have already been completed. I'm sorry if this post seems too long for you to read but I thank you very much for your time reading it.

You said it was running fine when you bought it, and since then you've added a big exhaust. Have you done anything else to add horsepower to it? If you enlarge your exhaust and you don't have enough horsepower than you're not creating enough backpressure, and beyond popular belief, a little bit of backpressure is good and needed. You might want to check it out.