I recommend creating a folder on your hard drive called Temp and downloading the font zip files to that folder.
You will need an unzipper program like Winzip. Unzip the font file to another folder like "Unzipped" or something like that. The reason for not unzipping it directly to your fonts folder is that if it has a readme file in the zip folder you don't want that in your fonts folder.
Once you have all the fonts you are going to install unzipped. Gather them up (select them and choose Cut), go to your fonts folder. If you have Win 95 it will be in C:/Windows/Fonts/. Once in your fonts folder click anywhere in it and hit the paste button. Your new fonts are now installed.
If for some reason your new fonts do not show up in programs like Word or Netscape you will need to shut your computer off and restart it so that everything will realign itself and accept the new fonts.
Enjoy!