Whenever my golf (1997 2.0) is sitting at idle with the heat on for a couple minutes a weird smell starts comming from the vents. I do have a exhaust leak on the down pipe (which im about to fix) but it smells like burning electronics almost. I really havent smelt anything like it before.

 

look behind the console down by the gas pedaland see if you can spot any antifreeze
sounds like a heater core