I really don't think a furnace filter does much but I could be wrong. The other article I have here advocates building a box with a few filters in them but to me that makes no sense either because if a filter passes something at "xx" microns the next filter of the same type is going to do the same thing. I guess if you wanted to do it really right, then you can pick your way through these filters but of course for the real high-tech ones it gets a little spendy:
Link That being said there are a number of articles about these types of paintbooths and they all seem to advocate the use of furnace filters. I know the plans on that Wiki allow me to comply with the law even with using an a/c filter and that's after we got slapped around here by the DEQ because of poor air quality.
