Today I have noticed a burning oil type smell which i think is coming from the exhaust on my Fiat Panda multijet Diesel, there are no leaks on the ground.
Last week the clutch was slipping when i accelerated and i read that this could be due to gear box fluid dripping onto the clutch and i am concerned that this may be connected?
Has anyone else had any similar problems?

It does happen. Sometimes the clutch will slip, sometimes you'll have problems engaging gear.

You're going to have to pull the clutch anyway if it's slipping, but if you don't do it straight away, check the gearbox oil level: to replace a clutch and oilseal is one thing, to replace a gearbox something else.