Air furnace filters are way too porous. They are designed to trap large particles. The particles that automotive air filters have to catch are tiny fractions of the size particles that could be harmful to home HVAC environment. Think microns, here. The tiny particles that automotive air filters trap can do huge amounts of damage to engine bearings and can be very abrasive to cylinder walls, piston rings and other internal engine parts, if they got through to the intake valves.
In short, don't do it. If you want to save money and you are using the stock air box, just get a K&N drop in. They last a lifetime, are cleanable, reusable and do not have to be serviced except about every 50,000 miles.