Usually, your system was designed for a certain filter pressure drop, adding another filter will increase that pressure drop and reduce air flow. A lot of people think a furnace can be a house air filter, and unless you design for it, that's just not the case. You would be better off adding some sort of air purifying system in your house than trying to monkey with your system. Generally speaking, and as I said before, unless your system is designed for a high effiency filter, the filter in you furnace has basically only one function, and that is to protect your evaporator and blower from debris, and clogging up air flow. I would talk to an HVAC pro in your area and get some idea of what they recommend.