Help with car problem.

I have a BMW 328I 2009. The car was working completely fine. I stopped to
fill it up with gas and when I turned on the car and drove it for 3 minutes. A
bad smell like something was burning was coming from the vents or under
the glove compartment. The next day when I tried to turn it on, it was
completely dead. I jumped started it and it turned on right away, but now the
gas meter was working, the wiper weren't working, the smell was still
there.When I turned off the car the lights stay on and wont shut off unless i
put them in Manuel. The following day when I try to turn it on, its dead again.
Something is draining the battery or im not to sure what it could be.