I have to admit , till now I can not make the difference between the two, could you please explain.
I have learned that there is a big difference between American English and British English. In the US, we say only "in the future".
But in the UK (and I hope a Brit will come by to confirm... are you listening Mr. P?) "in future" means "from this day forward" and "in the future" means (I think) in a time in the future.
See this: difference between "in future" and "in the future"