Acrolein

Acrolein (systematic name: propenal) is the simplest unsaturated aldehyde. It is produced widely but is most often immediately reacted with other products due to its instability and toxicity. It has a piercing, disagreeable, acrid smell; the smell of burnt fat (as when cooking oil is heated to its smoke point) is caused by glycerol in the burning fat breaking down into acrolein.

http://en.wikipedia.org/wiki/Acrolein