My chevy lumina and when you go down the road the brakes start to rub and can smell them burning pressure builds up in the brakes the more you drive

Sounds like a typical frozen brake caliper situation.
First thing to do is not drive this car any further as you may have severe problems on the road, using either a car lift or a floor jack and safety jack supports, locate by eye and/or by smell which wheel is burning and smoking,example: If the passenger front brake is the one at fault, you will need to replace "both front brake pads, possibly both front disc brake rotors and if the disc brake caliper has a frozen piston on the right front, both front disc brake calipers(which can be simply determined by trying to squeeze the piston back with a large clamp or special tool that is made specifically for this and is easily obtained and easy to use from any parts store(Auto Zone or the like ) may even lend you some of the tools you need if you buy the parts from them...how cool is that?
If the caliper piston won't press back into its bore, it needs to be replaced and always replace both calipers not one side, the same with replacing the brake pads, example: right front caliper and brake pads are defective, replace also the left front caliper and pads as well, to allow for a proper stopping action, be sure to replace the disc brake rotors when changing brake pads as well.
Also while inspecting the vehicles brake system check the brake hoses(Heavy rubber lines that connect from a metal brake connector to the back side of your brake caliper, each wheels brake caliper or (wheel cylinder,used on the older drum brake systems) has a brake hose) look for cracks and leaks in the hoses, replace as needed.
Be certain to also check all four wheel disc brakes for signs of wear, if the brake pad (asbestos material mounted on the metal brake pad backing plate, known as the "web") looks about the thickness of the metal "web" or thinner, replace the disc pads and or drum brake pads along with the rotors(dish looking object that disc brake pads actually squeeze against to stop the car).

BLEEDING or PURGING AIR FROM THE HYDRAULIC SYSTEM:

The bleeding or purging of air from the hydraulic system in any brake system requires quite a bit of knowledge and patience, however, and if purging is needed ,two persons to do the job correctly.
First be certain the vehicle is jacked off the ground and secured on jack stands, start bleeding the furthest away brake from the master cylinder which is located under the hood on the drivers side firewall and be sure you have filled the master cylinder up with the proper recommended DOT (probably DOT lll or lV) brake fluid. Put the cover on the master cylinder once you have it filled and be aware to check the fluid level after each bleeding is done.
Step1:
After all your brake replacement work is done, fill master Cyl. and secure it's cover, be sure car is safely secured with jack stands , starting with both rear brakes/wheels off the ground(furthest from master cyl) have second person pumping(pushing the brake pedal up and down without letting off the pedal) this action forces any air in the hydraulic line to find its way out.
Pump pedal this way at least four to five pumps and hold the pedal down to the floor or as far as you can push it, don't let off the pedal, the person bleeding the passenger side rear disc brake caliper (furthest brake purge valve away from the master cylinder) will say "Ok, holld the pedal down", of course after he/she first told you to "Pump it up".
Step 2:
While the pedal is held tighly down the person bleeding will have located on the back of the disc brake caliper assembly a small(1/4 or 5/16 typical hex size) bleeder valve.
The valve must be opened with the proper size box wrench allowing the air to purge out(installing a small rubber hose on the end of the bleeder valve nipple approx. 1 1/2 ft. long and having it suspended and submerged into a clear plastic jar that is 3/4 full of new brake fluid in it) you will see and hear the air release and if using the jar system(I totally recommend) you will see the air bubbles escaping out of the submerged hose. Doing it this way also will not allow air to re enter the system if the person pumping the pedal should happen to release the pedal before you tell them to. Close the bleeder valve.
Step 3: Repeat the process on each wheel at least four times or until you see no visible signs of air coming out, remember, wrench and hose (secured tightly on bleeder valve nipple and submerged in fluid) "Pump it up,(3-4 pumps)" Hold it Down", open the bleeder valve and repeat this process until each wheel has clear fluid flowing out of the bleeder purge valves. Be certain all lines and valves are closed tight.
When the system is purged of all air, the pedal will be as good as the way it was when new, dont forget with all "Power" brake systems, the brake pedals will never be all the way up to the top when pressing the pedal down, it may also feel like it is low, but after a good road test you will see that the static feel of the pedal is not the same as the actual stopping feel of the pedal on the roadway driving.
The only time the feel of the brake pedal should be questioned is if it sinks to the floor, or if you can litterally pump the pedal up a few times and on the second or third static pump(static meaning the car is not moving) the pedal is actually getting higher off the floor, then you may have air still in the system.
If so repeat all the prceedures again being sure you have the master cylinder full of fluid before after and during the entire process.


This is a hard, dirty, and lengthy job, doing it yourself will save you hundreds of dollars, but if you do not work with safety being your primary concern, all the money saved is worthless.
Please be sure to wear the proper eye/hand protection, and wear a painters mask as well.
Happy Motoring!!