We also have a burning smell when using the same shower. Ours is scorched in a small area on the top of the casing, to the right of the left-hand fixing screw. Judging by a picture I found on another site, it might be due to damage to the wires that pass near the internal bracket. Unfortunately, I haven't managed to get the front panel off yet, presumably because the heat has distorted or melted something inside. If you have a good look all round the casing, you may see some damage or scorch marks that will give a clue to the trouble.
Dean, August 2008