Heater smell when AC comes on...

I also have a problem like this. Every time the air conditioner in our home comes on, it smells like the heater is turning on. The air blowing out is a little warm-ish at first, but cools off very quickly and the smell goes away. Our house is really hard to keep cool, even though it's only 1900 square feet and always feels a little humid. We even closed the vents off to the formal dining room, laundry and mud room, and the craft room that is back behind the laundry room. Also, one of the bedrooms right off where the ac is in the attic is ALWAYS very warm. It never cools off. We checked the vents and they are fine.