Mercedes E-350
 

I have a 2006 Mercedes E-350 and when ever I stop and shut off the engine, it smells like burning oil. It's not using oil or leaking oil. Would like to know what the problme could be. I do have an appt. with the dealership to have it checked out. \Thanks

Sure they will figure it out.

Could be an oil leak you cant see, or may be another type of oily fluid (trans, PS or brake) leak.

oil smell
 

Look at your cam cover gaskets. A small leak from there dripping onto your exhaust manifold will produce a lot of smell. Such leaks are often only evident when the engine is running and producing oil pressure. Open your hood immediately after driving and look for light vapor and sniff.

No gasket on an 06, only rtv.

Could also be something plastic or the like melted against your exhaust but most likely is the trans electrical connector leaking fluid thats blowing onto the exhaust.