Run an exhaust pipe from the furnace to the chimney. This pipe should be firmly attached to overhead joists so it can't move around and get loose at the joints.
Measure the diameter of the thimble in the chimney. If it is different from the diameter of the exhaust pipe from your chimney, you need to buy a converter that will connect the two with no gaps. If the two are the same size, you can connect the pipe to the chimney directly. The thimble is the circular opening in the side of a chimney designed to be connected to pipes. Most thimbles are about 10 inches in diameter, are located about 4 or 5 feet above floor level, and feature a lip that protrudes from the face of the chimney.
Put a bead of pipe sealant around the exterior of the thimble that protrudes from the chimney. Carefully place the end of the furnace exhaust pipe over the thimble, and press the exhaust pipe against the face of the chimney so it completely covers the thimble.
Tighten a large hose clamp around the exhaust pipe using a flathead screwdriver. Be sure the hose clamp is positioned close enough to the face of the chimney that it is pressing against the thimble inside the end of the exhaust pipe.