Burning smell when heater is on

I have a 98 Pontiac Sunfire GT, has about 130k miles. About a month or two ago I replaced a bad blower motor. Not sure if it was a coincidence but now when I have the climate control on any “cold” air setting it is fine. But as soon as I start to turn it from warm to anything hotter I get this bad, almost burning, smell from the vents. It does not seem to matter at what speed I have the blower set too. Any thoughts?

Thank-You.