My furnace was running fine until I changed the filter a few days ago. Now it seems to run forever and is only blowing a little heat, and not to all rooms. I expect my room, on the main floor, but on the North side to be a little chilly as I closed off one vent (I like it cooler), but almost no heat is coming out of the open vent.
And it is taking as much as 30 to 40 minutes to run its cycle. What did I do wrong?

Not knowing what kind of furnace you have,does it use gas ,oil,or electric? Its not likely changing the filter cause any problem, any more info will help us help you, you could start be making shue there are no leaks or the doors are on correctly

Sorry. It's a Lennox, installed in 1998 and it came with the house with no onfo. It is gas. There are no leaks and door seems in place. It was checked over in summer of 2008, when local agency weatherized home. New thermostat was installed as well. Worked great for 2009 and 2010 winters here. Leaving the thermostat on 70 seems to keep it going right, any higher and it runs forever and doesn't do anything. While 70 is probably an OK temp, when outside temos get to negatives would like option of setting thermostat a little warmer, to get upper rooms warmed.