I come in the house and it smells like either oil or something burning. After I'm in the house I do not smell it but my eyes burn and I can feel it in my throat. We JUST changed the air filter, the blower motor, & the capacitor. My husband doesn't smell but it hits me hard when I come in from being outside for less than a half hour. I'm known for my good nose and sensitivity to my environment. Any ideas?

It could be that new motor you installed if not wired correctly. The smell is sometimes called askrill and that smell is from the varnish on the motor windings when overheated.