I have that same problem in my two story home. Whenver the furnace shuts off my boy starts crying. I asked a contractor about it and they said that if you have a home warranty that builder or subcontractor should be contacted to fix the problem. I was able to fix the problem and the problem IS, is that the ductwork sub-contractor didn't leave proper room for heat expansion. Find the place that is making the noise and using tin snips take off an eighth of an inch and put er back together, if it doesn't work take more off until no thumpy-thumpy.