It could also be your CPU. The errors that you have recieved are usually caused by RAM, CPU, or the motherboard and sometimes the hard drive. Since you still recieved the error with different RAM you can rule out that. Which is what you have done, which is good.
What I would do is check the motherboard over carefully. Look for bad capacitors. Capacitors should be flat on top and not bulge on the sides or the top. They should also not be leaking anything. Flip the motherboard over and look at the bottom. Look for small burnt spots on the board. The burnt smell that you smelled was probably Ozone, common with electrical componets. The errors that you are getting are very common when you have bad capacitors. Even if you don't see anything, I would still put the CPU in a different motherboard and see if it works better. Try the HDD also in another 'puter.