At my old house, there wasn't a slot to put the filter into. Taking the door off the side showed me the motor, like you've said, which was situated inside the cold air return chamber (much like your picture). The filter rested on two notches on the outer edge of the chamber, and basically blocked my view of the motor. See if there's a way to place the filter "in the way" of the cold air as it passes the motor.
This disgusting image shows how the door opens to reveal the motor, and the air filter is placed at an angle in the way of the motor. Air flows from above and hits the angled filter.
furnace picture http://inspectapedia.com/aircond/AirFilter030DJFs.jpg (sourcesource)