ok so i have an 03 Jetta GLI. the car has around 52,000 miles and is in great shape..only problem is yesterday my check engine light came on while i was driving and my car started shaking really oddly when i put it into first gear..from then the car kept shaking nonstop..i stepped out of the car to listen to it and my exhaust sounded and smelled terrible...what could be wrong with my car? any help?

 

My '05 F150 had a very similar problem to what you are describing, though I doubt it is the same cause..

Does the engine/car still shake when it is out of gear? My truck had the #5 fuel injector stick open, causing it to run rough and dump raw fuel in to the motor and exhaust, fried both of the cats and needed around ~$550 in repairs.

There could be quite a few other things, misfire, fouled plugs, bad injectors, broken engine mounts, etc..

 

it doesn't shake when its out of gear so i'm hoping that's somewhat good but the whole car smells like burnt something...it smells under the hood and then smells again in the exhaust

 

when your car is running look underneath and see if the cat is glowing, if it is then it's plugged; that would explain the exhaust. As far as the car shaking in gear sounds like a clutch problem. Mine shook and I replaced my clutch and did a trans flush and no problems.