[Silverfish]

It should be fine to have a sump or refugium in your furnace room.
If the gas furnace was installed to code, it will have a fresh air intake hood bringing air into your duct system, or into the area that your furnace is in.
The F.A.I. hood should be at least a 4" , but it may be a 5". (4" is code for most residential furnaces)
If you can, I would add another 4 or 5" fresh air and duct it into the room, you can never have too much. [img]smile.gif[/img]
Have a look around the outside of your house and see if there is a hood with a screen in it (not one with a flapper, it will be for your dryer or range hood). If there is a screened one, you should be fine.