Oil Leak Question

Hey guys, I just bought a 2004 Explorer 4.0 V6 SOHC last week. At the time I didn't recognize or notice any of the following problems. I then took it to have an oil change and all done probably a day or two after I bought it. Since then I have noticed a burning smell coming from the engine after I've been driving when I get out of the truck. I was just fooling around and let it run trying to see if I could notice any leaks, and while doing so, I noticed a fresh oil leak on the ground. (It's snowing so I'm glad I could see it). Anyway, could this be something as simple as an improperly installed oil filter or drain plug, or would you say it's something more? Thanks

***Update****
I have found the source of the leak. On the 4.0 SOHC on the left hand side all the way at the back of the engine there is a bolt, in line with the spark plugs but all the way back. It's leaking from there, what is that bolt and why is it leaking? I assume its a gasket or something but I really don't know what it is.

Probably leaking from the oil filter adapter. Check out the following: Oil Leak from Oil Filter Adapter 4.0L

http://www.explorerforum.com/forums/showthread.php?t=233462
http://www.explorerforum.com/forums/showthread.php?t=375709

Could a leaking valve cover gasket be the problem also? The leak appears to be from where the cylinders and the intake manifold meet.

Cam tensioner? Is it a big bolt, like a 32mm head I do believe? If that is the case there is a $15 metal O-ring that can fix your problem for you.