You should test your safety circuits annually. These function as the last resorts in the safety of the furnace before a major problem occurs such as a fire. While the furnace is running, pull the tube that leads to the induced draft motor. The burners should turn off immediately.

Turn the furnace back on and pull the wire that leads to the flame sensor. The burners again should turn off immediately.

Turn the furnace back on and pull the wires from one of the roll-out switches. Again, the burners should turn off immediately.

If any of these tests did not turn off the burners, the safeties are not working. Immediately turn the power and gas off to the furnace and call the manufacturer of your furnace. There is an eminent danger is present while the furnace is on.