Furnace filters turn black quickly
Take a clean piece of white paper, rub your finger on the filter where it's black, rub the black onto the paper, does it smear like it might be oily or act more like dust? Is it hard to wash off your hand?
Do you find this "black" anywhere else in the house? Time for the white glove test.
If the stuff on your filter smears, appears oily or is hard to wash off your hands then you're somehow getting exhaust products from your oil furnace into the air you breath in the house. If you only find it on the filter and no where else in the house I suspect there is a hole or leak in the pipe shown on your diagram just above the filter that goes to the chimney. If you find it all over the house then the hole or leak could be anywhere in the furnace.
Either way you need an oil furnace tech out to check things over right away to find where the crack/hole is and see if it's either something that just came apart and can be fixed or you might need a new furnace. The situation is dangerous for many reasons and should be resolved asap.
And the person that told you that oil furnaces don't create CO is .......... an idiot and shouldn't be the one working on your furnace or anyone elses in my opinion.
Last edited by old_squid; 01-15-2013 at 01:50 PM.