said by John Galt:
Crap gets pulled into the combustion chamber which burns.
Combustion gases exit through the flue (chimney or exhaust pipe) to the outdoors. That is, unless there is something seriously wrong with the furnace. So even if the dust somehow does end up in the combustion air intake, the gases will be vented outside anyways.
If you're talking about dust hitting the heat exchanger and burning on the surfaces of the heat exchanger, you're using the wrong words. "Into the combustion chamber" implies that you are talking about the INSIDE of the heat exchanger, where the NG/LPG/OIL burns.