We really need a picture... not trying to make this hard for you but I'm with the blackwidow, and having a hard time visualizing what this looks like. I've done heat and air for 15 years now and it sort of sounds to me like you've got an up-flow gas furnace with an open return underneath but then you wouldn't be layin a filter flat on anything and weighing it down. One thing I personally need to know is what you mean by "heat exchanger". To me, a heat exchanger is a part inside an oil, gas, or wood fired furnace, rather than the name of the whole thing? I'm sure we can help you we just need more info.
Also I hate to say it but you really need to have that A-coil in the right place. If you have your A-coil in the airflow "in front" of a gas or oil fired furnace you run the risk of leaking freon through the combustion chamber. Although freon isn't all that toxic, when burned it creates phosygene (spelling?) gas, and thats definitely not something you wanna be breathing.
I'm not trying to scare you... I've seen it done the wrong way plenty of times and never actually heard of anyone getting hurt from what I'm describing. Most phosygene injuries happen to technicians trying to braze improperly purged refrigerant lines. But if you'd ever sucked a lungfull of the stuff, and believe me I have, you'd definitely understand why I'm telling you all this.
"taco flavored Doritos and my orange life vest...
caught a hundred pound sturgeon on a 20 pound test"