Don't worry, it's mostly easy and somewhat painless.
All of my instructions assume that you're running Microsoft Windows, at least Windows 95, and that you have the program WinZip loaded on your computer.
If you have WinZip installed on your computer:
- Left-click on the link next to the picture of the font you like
- You should get an "Open With WinZip" option. Click OK.
- When the zip file is opened you should see at least one file that ends in .ttf. Left-click that file once (the name turns to white letters on a blue background), and then left-click the button that says Extract.
- WinZip will ask you where you want to extract the font file to. I recommend your "My Documents" folder.
- Once all this is through left click the Start button. Then click Settings. Then click Control Panel. Then click Fonts. Here you will see all the fonts installed on your computer.
- Now click File - Install New Font. Go to your My Documents folder, click the new font, and click OK. This will install the new font so that all Windows programs can use it.
Ta Da! You are no longer "so lost".
If you have any problems (and not running Apples or Penguins) send me a PM and we'll do all this over the phone.