You may have in improperly designed duct system. If your furnace sets in the cellar towards the back of the house, you are going to have some duct runs that are much longer than other ones. In the case of a duct run that runs more than 24', you need to start the run at a larger size and then choke it down in order to get more air flow. Make sure that your duct is insulated. If you have flex duct, make sure that it is ran fairly straight with no kinks in it.
After you get the kinks ironed out of your duct system, I would suggest getting someone in there to balance the air coming out of the ducts in order to get a more even heat distribution throughout the house.