The change filter indicator light came on and shut my unit down, I changed the filter and reset the thermostat but the unit will not come on. Compressor, fan, nothing powers up??

You probably don't have the door on the furnace or air handler installed properly.

You probably don't have the door on the furnace or air handler installed properly.
Thank you for your reply, I rechecked the door and it seems to snap in place only one way. I was wondering if the unit had a reset button because it did shut down and the change filter light came on. I had a maintenance agreement with the company that installed it but they have gone out of business.

Is this an air handler or a furnace (either gas or oil fired)?