sahmednc
Welcome to the Home Repair Forums
It sounds like a pilot issue, Depending on the age of your furnace it probably has a thermal couple and it is in need of replacing. Yes you just used it a few weeks ago but it may have worked for a few years and the one other time this year then went bad! Check this post on how it works!
http://homerepairforum.com/forum/topic.asp?TOPIC_ID=314 and this one
NotNorm hit it right on the head!
http://homerepairforum.com/forum/topic.asp?TOPIC_ID=304
As for your filter you should replace it every 30 days with out one you could run the risk of damaging your unit to the point of needing Major repairs
Hope I have helped and if you need any more advise come back and see us!
16x80