I have a 1996 Intertherm 5 ton heating and cooling package unit. Just the other day unit's fan turned itself on and ran for about 3 to 5 minutes blowing warm air giving off a burning smell. The AC works fine when turned on as does the heating unit. I've had to shut the power off to the unit to prevent the fan from cyling on and off.

Furnaces are wired up to start the fan any time it is hot in the heat exchanger area. Not sure what might be happening, but I would open up the furnace and have a look. If you don't see any kind of a problem, better call a pro.