If you are having to add coolant, then there is a leak somewhere, or the engine is burning it.
The burning smell you're getting is probably where the leak is dripping on something hot and burning/smoking. You may not have enough of a leak to cause it to show on the ground.
You should always be careful about removing the radiator cap itself. This system is pressurized. When you open the cap you introduce air into the system and this can cause air bubbles, which can cause the vehicle to run hot. Always add your 50/50 coolant/water mix to the reservoir bottle.
Even though you can't see a leak, if you're adding coolant, then you have one. I suggest that you get a technician to diagnose this problem before the over-heating creates a more serious engine problem.
〉 Answered on Nov 26th, 2007 by Lori Johnson, Owner and Instructor at Ladies Start Your Engines