2004 Renault Megane Burning smell

There is a burning smell coming through the vents and a little smoke came out of the drivers side of the bonnet when the air conditioning was on. Turned the air conditioning off and the smell appeared to go, there was also a sound coming from the car but it's hard to describe!

Checked the coolant levels and it is full, there is also a message on the dash saying that the oil needs changed soon, could that be related?

Thanks for your help

(PS car is a Dynamique estate)