Turn off the furnace at the thermostat so it will not start while you perform this task.
Open the filter panel door located on the front side of the furnace near the intake blower. Remove the filter and discard it.
Replace the filter in the filter slot with the same size as the discarded filter. Make sure the arrows printed on the filter point in the direction of the air flow through the furnace. Close the access panel.
Turn the unit back on at the thermostat.