1999 Saturn SC- Wont start with new batter and starter

1999 Saturn SC1
When I turn the car on, all the lights work including the headlights, dash and stereo. Then I go to start it and nothing happens. The engine doesn't turn over. If I hold the key in the start position I can see a small amount of smoke come up and it smells like its burning. I can't see where it comes from just that its at the back part of the engine. I replaced the battery and starter but it still will not start.