Well I think I may have figured out what it was...
My desk's computer cupboard looks like this:
This is if you were looking directly into it. The dark colored area represents the wood "overhang." The white part that makes up the rest of it represents nothing.
So in other words, the cupboard partially has a back but the white part shows the part that goes all the way through.
The problem is that the "back" wood is directly in front of my computer's fan and I had my computer pushed all the way in the cupboard. So there was probably 1 CM of space between the fans and the "back." Maybe this was causing a little heat build up or was just forcing the "exhaust" out the front of the cupboard which is what I was smelling.
That or dust is the only thing I can think of because when I had it out of the cupboard on the floor, I played C&C Generals with HIGHEST DETAIL SETTINGS and there was no smell.
So this time I'm not pushing it back as far and hopefully this will be fine.
Thanks for everything. And thanks again for the card because not only can it run C&C Generals, but it can actually run it on the highest settings.
If I told anyone in the Generals community that I had a 864Mhz PIII with 384MB of RAM running at the highest settings, they wouldn't believe me. Haha. ^^