What could be wrong with my furnace?
Time to call a serviceman again. If you are smelling smoke from the heat vents, there is most likely something seriously wrong with your furnace. Combustion air and the ambient air should NEVER be mixing and this presents a dangerous situation where CO (Carbon Monoxide) could be entering your living area.

This is potentially fatal if not fixed properly. I wouldn't mess around with this one on a DIY level.