Both the pre-cut framed filters and the cut-to-fit filters must be installed with the correct side facing the airflow. The owner's manual can be used to determine the type of filter needed and its location, or the furnace may open up so the cold air return duct can be located.
Most filters have two different weaves on either side. One allows the air to flow through the filter, and the other holds the dirt, hair and other particles that are pulled out of that air. If a filter is installed in the wrong direction, the air won't pass through it. The air remains dirty, and the blocked blower may also make the furnace work harder. Some heating and air conditioning units require two filters, both installed in the correct direction.
For either change, the furnace must be turned off. On the pre-cut framed filters, arrows on the frame line up with arrows on the heating unit. If the old filter is being pulled out for changing, then it’s a matter of putting the new filter in the same way.
The cut-to-fit filters are a bit more difficult, but the weave patterns are distinct, especially to the touch. If replacing an existing filter, the directions of the weaves must be matched.