Built new PC, smells like somethings burning ? help

Built my first rig 2 days ago and ever since theres been a light burning smell in my room, the smell of something burning. It is NOT strong but its noticeable. I have downloaded every temperature monitor there is and also checked them through bios and EVERYTHING was perfect, no unusual temperatures. Ive read somewhere that sometimes when you build a new pc it can smell like somethings burning but usually its just the fresh parts releasing heat for the first time is this true ? why the heck is it smelling like somethings burnt if all my temperatures are fine ... someone help me out a bit.

It could be the PSU...some PSU makers use cheap paint and when it heats up it kinda stinks....

When i installed a HX520 Corsair into an older system i also got the stench of something burning. I checked and double checked everything, removed the PSU checked it etc. Finally decided it was just flux/paint whatever and reinstalled it. After a few days the smell went away and it was fine.

My build is a

AMD Phenom II X2 550 BE
4GB RAM
GeForce GTS 250
Windows 7
OCZ StealthXtreme 500W PSU

I ripped off the side of my case and stuck my nose all over all of my components. Nothing smelled like fire, i think i found out what it is. I have an Xclio Nighthawk case that was just released on newegg, the case comes with 4 fans 2 in the front 1 on side and top, when i sniffed the side fan and top fan, they both had the little burning smell so it must be the fans. Ill be replacing them soon but im still keeping an eye on all my temps just incase. they are all fine for now, thanks for the help guys.

I smelled something burning one time. I checked my front intake fan and it was completely burned out. It wasnt moving and it was like 100 degrees to the touch, took like 10 minutes for it to cool down after i took it out.