when you open the interface of the furnace you can see on the right top tooltip, the blue one that looks like a conductive pipe, how much energy it needs to operate... so a redstone engine isn't enough to power it completely... so you are gonna need to add at least 1 more redstone engines to get the furnace going. You can also see if it is recieving energy if it's filling up.
I can recomend steampower from railcraft, they work great for those.
The reason why your engine isn't moving might be a glitch ? it should be powered cause the block behind it is powered by redstone, altho dont take my word for it, i am no expert. I usually just put a torch or a lever next to the engines on the ground. or some redalloy wiring (redpower, why U not here !)