Here's a tutorial that I made on how to download and install fonts in your computer.
[For beginners.]

Note: Click on the URL below a picture
to show a bigger view.

Steps:
Download your font.

Click Save:


And save it to your desktop.
Then click the button that says "save".


Wait for it to finish downloading
then it will say "Download Complete".

Close that box and go to your desktop where you saved your font.
Find the zipped font folder, right click it and choose "extract all".


Click Next until the extraction is complete.


Make sure the box that says "Show Extracted Files"
is checked then click Finish.


It will automatically show you the extracted files of the font folder
that you just downloaded.

http://i294.photobucket.com/albums/mm110/AshleyFans101/fonttutorial3.png

If it didn't work, go back to your deskop and click on the unzipped font folder.

Then right click on the font folder and click copy.

http://i294.photobucket.com/albums/mm110/AshleyFans101/fonttutorial4.png

Click on "Start" on your desktop, then go to your control panel.


Click on the "Appearance and Themes" category.

http://i294.photobucket.com/albums/mm110/AshleyFans101/fonttutorial10.png

Then click on the folder fonts on the left handed corner of your screen.
Double Click it to open.


Go up to "edit" in the fonts folder and click "paste"


The font is now downloaded and installed in your computer.

Now go to your program [paint, photoshop, psp, etc.] and look in the fonts list.
It should look like this:


The font that you've just downloaded and installed should be there.
If it's not there, restart your program or if it still doesn't show,
try to do all the whole process again.
And that's it! You're done!

Easy huh? :]