Does the house suddenly smell like something awful is burning? If so, you smell the dust inside your furnace burning off. If you notice this smell every year, you could have years of burnt on gunk inside your furnace. When you have a cleaning done on your system before you start it up for the season, this smell does not appear. This smell is not normal and it is a sign that your furnace could use a professional cleaning from Four Seasons.
You would do better to trust a professional with your furnace repairs and HVAC repairs in general. You may think that buying a part wholesale and installing it yourself saves you money, but if something goes wrong or if you damage the furnace further during the repair attempt, you could find yourself paying double for a repair that Four Seasons could have gotten right the first time.