OK, let me try to help you step by step. First question: what operating system do you use? Windows XP, 2000, ME, 98? or are you using a MAC? Windows XP
If you're using a MAC and you're trying to use TrueType Fonts (*.ttf) then it won't work, because OS uses a different type of font.
If you are using Windows, the best thing to do is to download Winzip first. That'll let you open up the .zip file that most font downloads use. The evaluation version of Winzip works really well and is a fully functional version. Install Winzip. I'm downloading the .ttf file and then using an application like WinZip to make it a regular file and then use Fontviewer to try to put in my fonts folder from my control panel. But this step doesn't work.
When you get there, post a reply and we'll go step by step from there.