1st go to that site, download font you like, then unzip it. Once you unzip go to the folder you unzip it to.
After that click on it and press ctrl +c then follow this step
If you have Window XP what you do is go to start>control panel>appearance and themes and you will see a box on left side say "font" click on it.
Then click ctrl+v and wala ur new font is install. If you don't understand it i will take a screenshot
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