Heating problem? We have heat in our home ... and some rooms don't win...

We have heat in our home ... and some rooms don't win as much heat as others. There is nought I can see on the heater component to adjust this, and all of the vent are open. Someone suggested varying the filter....would or could this be a cause?

Thanks !
Is their someone I can ring to question...
Answers:    try lifeless thermal curtains or use insulation around the windows.
Space boiler lacking wheel?
Have a service individual check the duct work, could be leaking within crawl space or attic.