Wall wart and brick power supplies are not generally worth repairing. Even if you could find a repair service, buying a new one will likely be cheaper.
Whether you need a new power supply is a different question. Insulation smells when it overheats. If this was (as it sounds like may be possible) merely because of an extended period of heavy load, then it may still be fine. It would be a different story if the smell was more than "kinda burning" or if there was more evidence of an actual short (e.g., popping sounds, sparks, bulges in the case, flames coming out), not just a possible thermal cutoff.
My suggestion would be to see how it does after it's cooled down. Does it work at all? Does it begin overheating right away? Does it start smelling again? If it seems to be working, I personally would continue using it but take care to watch it and avoid overly long sessions pounding your graphics processor (which is probably what generated the load).
If you're very conservative and don't mind the cost, then of course you could simply buy a new power supply. But I suspect there's a possibility that if you do the same thing with a new PS that you may well encounter the same result. It's quite possible the PS is undersized to keep the cost down.