I actually do it another way. Knowing me it probably takes twice as long.
When you download it open the zip file in whatever program you have. Usually there will be one that comes with the computer, even if it isnt winzip.
Extract the truetype file to any location.
Then go to start>control panel>fonts. Click file>install new font. Then select the true type file from wherever you've saved it, and click okay. And your done.
