Turn off the electrical power to your oil furnace from your home's main circuit breaker.
Turn the gas supply shutoff valve behind the oil furnace to the "Off" position. Then locate the pressure relief valve connected to the copper gas line at the bottom side of the furnace.
Disconnect the gas line from the pressure relieve valve using an adjustable wrench, then connect the gas line of a pressure regulator to the pressure relief valve using the wrench.
Turn the lock nut on the adjustment screw connected to pressure relief valve counterclockwise until there is enough release for you to turn the screw.
Tighten the screw to allow for less pressure using a Phillips screwdriver, or loosen the screw to provide more pressure.
Refer to your oil furnace's owner's manual for the operating fuel pressure that is best for your appliance, and continue to adjust the screw until you reach the correct reading on the regulator's meter.