right click on the font you just download and go to "extract". then move the then move it to the folder
Extrct teh font from the rar file or it wont work,
Goto your start menu buttom, Click control panel, Click Apperances and themes if you are using the new xp look, if your using the 98/00 look then it should already be there, Click Fonts folder on the side.
You can drag and drop it in there but i perfer to clcik file, install font, goto the folder and select the font you want.