1) Download the font you want to install to the following folder on your hard drive:
C:\windows\fonts ( this is the default folder for fonts on windows 95/98 )

2) Once you have downloaded the font, navigate to C:\windows\fonts. Once all your fonts are displayed, you should see the new one you just downloaded. Double-Click the new font to "activate it".

3) Finally, open your program you want to use the font in and it will now be one of the font choices available.