i think it might normal. i had that smell too, but it went away.

 

my ws2 exhaust was installed a few days ago, burning smell gone by end of day 2

 

haha I still remember that smell from when I installed my WS2. My friend said it "smells like rice!" Of course, he was joking because he new it is a very nice cat back.

The burning smell was accompanied by a faint white smoke, but all that went away after a couple days.