Before you find yourself getting off on the 'wrong' path, I suggest you first read up on ice dams. After that, you'll be a bit more informed in diagnosing the cause(s) of your problem. Perhaps someone else can speak about insulating the furnace pipes up there (I'm inclined to say NOT to insulate) but, again, I'd do a little more research first.
Here's one of many sites that would prove useful. Ice Dams
You can also search the WEB. Go to AltaVista WEB Search, and enter in: +"ice dams" & +form and press SEARCH (everything in bold is what you should type in for your search string). You'll get tons of 'hits'! You can sift through them for different perspectives on your problem.