yea u extract it from the folder, then cut it then paste it in C://Windows/Fonts. then to make it look kool you have to use layer effects.
I agree dafont and 1001 fonts are both good places to go and popular as well. If you check in the thread http://www.gamerenders.com/forum/index.php?showtopic=7794 titled the ultimate web resource, you will find several links to fonts and more. Some simple text effects are found by adding such things as a drop shadow, a stroke of 1 px or a bevel and emboss. You will have to experiment. Try some tutorial sites for some great effects. They are usually categorized by difficulty.
www.acidfonts.com is a pretty good font site as well, but I wish they put their fonts into more categories...
Download fonts: www.dafont.com Extract Fonts: most likely C:/Windows/Fonts Make them look good in PS: use tutorials.. or make the text white set blending mode to soft light bevel with 1000% DEPTH and 0px SIZE add a stroke add an inner gow ^^ that make its look good sometimes ^^ ^_^