Carl wrote:
Hot/cold air is coming out of the blower and where is the connection that it protects?
I was doing fine up until this one Carl, but here goes anyway. Have a look at where your filter slides in - it's at the very end of your return side ducting at the inlet of the blower. In the explanations I have been given, the filter's job is to keep harmful debris (pet hair, belly button lint, carpet woofies, etc.) ie: large lightweight particles out of the airstream, and out of the compartment of your furnace where all the expensive stuff is kept: blower, HX, computer, etc... That's all I know, call an esteemed pro for a smarter answer, references available upon request.
I use neither the tightest nor loosest filters available, somewhere in the middle, Garrison makes one labelled "Merv 8", at CTC.
http://www.canadiantire.ca/en/pdp/garri ... p.html#srp Two for $10 regular price, never goes on sale.
You are much MUCH further ahead to nip this problem in the bud by vacuuming fastidiously to keep dust out of your return side ducting in the first place, rather than rely on a furnace filter to do it for you. People fall into this thing of "there must be something I can BUY..."