Mcewena - I'm going out on a limb here and assume you're complaining about the noise the furnace makes - not the sounds that come from it. E.g. A squeaky motor or something like that.
There are quite a few posts regarding 'baffling' the sound the furnace makes. Just to be clear, the link above by Old-Buscuit contains the minimum amount of square inches of return air as well as output air (return is 55 sq inches, output is 25 sq inches - see pages 2 & 3.
Sound - travels straight. If you provide a path for the air to travel - but make the sound try to bend around a corner or other padded path, then the amount of sound you hear will be reduced. how much is all based on where you are when the sound exits.
I'm sure 2oldman will keep me honest, but he's the king of all searches and can (and probably will) post some of the links to reduce your sound.
bottom line with sound. If it's a mechanical problem, you'll need to fix it. If it's a sound issue with a functional furnace, then it's a baffling problem (no pun intended) that's going to really help you reduce your sound level