Heater Issues

The heater works, that's not the issue.  The issue that I'm experiencing is that in one room - Robert's - the air coming through the heater vent smells like something's burning!  Of all the rooms, why his?!  Since no other room is afflicted with this tainted air, I'm guessing it's something in the vents leading to his room.  I wish I had $15,000 to do some asbestos abatement and install a new heater!