Dan and Steve Q -
I spent a number of years in the heating/AC business which leads me to not want to try and answer this by answering a forum post, but maybe some background will help. That being said, and with all appropriate caveats of not knowing the make of unit, the model, etc, etc. there are usually at least a couple of things you can do but please know you are working with a piece of equipment that can cause extreme fire dangers and health hazards.
Dan, if you have a variable speed fan and a couple of stages of heat you are probably be good to go. In that type of a system the fan speed will be controlled by a static pressure sensor in the main duct and will vary the speed of the fan based on the build up of pressure in the main duct. If you close the registers, or better yet close off the balancing dampers in the run you want to shut down, the pressure will build up and the fan will slow down. These systems typically also have a couple of stages of heat because the by-product of slowing the fan down too much without also cutting back on the gas flow is that the heat exchanger doesn't transfer as much heat and therefore heats up too fast and will likely short-cycle or shutdown. That type of shutdown or short cycling could be caused by the high-limit temperature switch tripping and then reseting when things cool down (doesn't sound like Steve Q's situation).
For Steve Q's situation it would be helpful to know if the thermostat is still calling for heat when the furnace is short-cycling (I assume it is) rather than the thermostat turning the system on and off.
With a single stage heat system there are still some things you can do. Most fans are multi-speed, just not automatically controlled. In other words there are various points on the control panel that you move the wiring to in order to set the fan permanently on high, med, low, etc. If there are significant areas of the house that will be unused for a long period of time you can probably close off the areas and then rebalance the airflow of the system. Hopefully there are balancing dampers installed in the branch runs which is how you should close off areas rather than using the registers. If you close off the balancing damper(s) to those areas you either need to be able to open up another area(s) dampers to allow the static pressure to stay the same in the main duct, or you need to change the fan speed, or both. Problem with closing one balancing damper and opening another one even wider is that the amount of air through the open duct is now way more than originally intended and you'll probably get really tired of the amount of noise coming through the register. That is when you slow the fan down but understanding that slowing the fan down can cause it's own problems with too much heat at the heat exchanger.
If you don't feel comfortable messing around with all of the above please hire a professional. As you can imagine, an improperly working furnace is a fire hazard and a health hazard. Forced air furnaces are a delicate balance between balancing the air flow throughout the whole system (static pressure), temperature control in the appropriate spaces, noise, and efficiency and making sure it all is done in a without blowing up your furnace and house or creating other health hazards. If all the built-in safeties are working that shouldn't be an issue but you get my point.