furnace goes boom
 

about two minutes after my furnace shuts off, there is a big boom. I have replaced the filter, so that isn't it.
Any ideas?

Its the ducting, check and see if you have any blockages, it sounds like either the ducting cooling off and shrinking or there is a blockage and the pressure is venting enough to allow the ducting to relax again.

Hard8s describes "oil canning", which could be it. It might help if you told us what fuel the furnace uses, whether it is hot water, hot air or steam, etc. - you know, facts and descriptions. Your question was sort of like: "my car used to work, and now it doesn't. What's wrong with it?" WE NEED MORE INFO!