First, select a font. Download it to your PC. I usually keep my downloads in a folder under the My Received Files.
Once you have this file saved, go to the folder. Make sure that this file is unzipped. Use your XP option to Extract All Files from the menu on the left, or use program similar to WinZip. Extract it into the directory it is in. (You will notice a folder without a zipper indicating that the files were extracted contained in your chosen font file. Typically, I will then drag and drop the zipped folder into the unzipped folder just in case something is corrupted later or deleted.)

Unzipped appearance.
Once you can access an unzipped folder titled (Example) "igloocap" you will see a font icon. On this file, click once on it to highlight it, right click with your mouse, and select Copy.
Open Start Menu by clicking the button.
Open My Computer
Select your local disc ... EX. Local Disk C
Select the folder marked WINDOWS.
NOW this is how we paste the font ....
Select the folder for fonts. 
On a blank white area, right click your mouse, select the paste option.

You could extract the file directly into this folder when asked as you are unzipping;although, I do find this my preferred way because of what may be in the folder besides the font. I know it got there too!
Find a Font:
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