Go to Start->Control Panel->Fonts, click File->Install and locate the font file. Also, as kadajawi says, if the font is copyrighted, it would be wise to take it off of the forums because of the legality issues.
Oh and P.S.: adamL, please get the updated version of the GUI and importer, a bug was fixed and support for M3 firmware was added. Well... Guess the bugfix could be important for you