Installing a font is the same for anything.
You don't ACTUALLY install a font to a certain program.
Once u install it, it works for everything.
How to:
Download your font. (Extract it if needed)
Now place your new font in,
Local Disk C:>WINDOWS>Fonts
Now that it is dragged in 'Fonts' folder, it should work for anything,
Be it GIMP, Notepad, Word or even MSN (although unless your contacts have the text too, they wont be able to see it)
Gl