If the furnace is down there, it should be relatively easy to add a single duct into the room you are working in. Talk to a furnace guy.
Also ... there might be things you can/should do to the room as well.
Is it carpeted? Adding a carpet pad and carpet will help a lot to keep the heat in.
Are the windows good and tight? Are they thermopaned or just a single sheet of glass? If the windows are not the greatest - cover them with thermal drapes or the plastic stuff that you tape on then hit with the blow dryer to harden. Both will help keep out the drafts.
What about the walls? If the walls are just concrete you are getting a lot of cold seeping from those as well. Ideally, cover them with a insulation then dry-wall over them. If money is an issue, cover the walls with floor to ceiling heavy drapes.