Installing Fonts in Vista
Select and Right click on the Font you want to install and select Install from the ms menu.

Installing Font in XP
Go to Start Menu - Next select control panel - Next Select fonts folder Under File select install font - On the ms pop up menu locate the font and press ok

Sites to Download Fonts

1001 Fonts 1001 Free Fonts California DaFont
Fonts 2 U Font Fabric Font Palace Font River
Font Space Font Squirrel Font Tex Google Fonts
My Fonts Open Font Library Refont The Black Cell