Locate the ducts in your housing by looking in the attic, basement, crawl space or other unfinished areas of your house. Inspect the joints between the duct sections, looking for openings or tape of any kind that is sealing the joints.
Light an incense stick or a smoke pencil, and then hold it near the joints in the ducts. If you see the smoke from the incense stick or smoke pencil disturbed while the furnace is running, the joints are leaking.
Peel off any tape covering leaking joints. Wrap metal tape around the joints instead, pressing the tape down so the joints are tightly covered. Check the connections between air vents and the ducts as well, sealing any leaky joints.