Burning crayon smell

My van has a distinct smell of crayons burning. At first I thought it was from the heater, so I turned it off, next I heated one seat, then tried the passenger side seat. With everything turned off I can still smell it. It becomes very strong after about 15 to 20 minutes of driving, and also noticed a whiny sound coming from the engine. When I roll down the windows I can smell it, and when I get out of the car. The smell burns my nostrils.