Electrical burning smell from 1994 E420

[DRICHFL]

Today, I was allowing my car to just sit and idle while I went inside the store. As I came back to the car I notice a electrical burning smell in the air. I thought at first it must be a car passing by so I ignored it. About 20 minites later I got out of the car and notice the electrical burning smell again. So this time I pop the hood to try and pin point this oder. I finally discover where the smell was coming from. Under the hood behind the driverside headlight, below the ABS pump. It has a metal coil wire in the center of a metal cover. Can someone tell me what it is and what it does. It has a red or orange wire going to it. Sorry Forum will not allow me to upload any photo. The forum site tell me each time file to large. Thank for any help in advance.