@Time2 I don't understand either, and I'm not sure you do, and there is a potentially
fatal condition here.
I'm *assuming* this is a gas/oil fired furnace? And that it is not a 'sealed combustion" (high efficiency type that can draw air from outside with PVC exhaust). With a non-sealed combustion chamber furnace, the furnace draws combustion air through those louvers in the door. That combustion air goes into the furnace combustion chamber and out through the exhaust. The circulating 'room air' is kept separate from the 'combustion air' by the heat exchanger in the furnace. You don't want to be drawing room air through the furnace room, that's a recipe for disaster. For example, a gas leak could be circulated through the house.
So why do you want to filter the combustion air? That is not normally done, and any added resistance to the flow could cause a dangerous back-draft condition (CO in the room, fire backing up out of the furnace). This isn't making sense. Please be absolutely sure about what you are doing and why, and/or contact a professional to be certain this is a safe situation.