Thanks! I think that what is really the source of the noise is the thin vented door. Not only does it not absorb any sound, the panels are places for the sound to move through. I either get a heavy door that I close when listening to music or I turn off the furnace when I listen. Other acoustic stuff won't be enough.
You might contact Bonnie Schnitta PhD @ SoundSense LLC in NYC. She has extensive experience solving sound issues as you describe. And as Jack referenced, mass loaded vinyl is excellent for reduction of unwanted sounds. Bonnie can really help too if the sounds are transmitting through the ductwork/venting.