Loud furnace

My furnace is in my house on my second floor. It is located in a closet. When the furnace is on - it is really loud and you can hear it running throughout the whole house. Someone told me I could line the closet it is housed in - with MLV class A as long as it is 6 inches away from the furnace. Is this safe to do? The person who told me is not an HVAC professional.