In response to Paul's question, I wanted to write a simple tutorial, how to use fonts that aren't installed in our system.

1.) First of all, grab your favorite font from your favorite website.
2.) Put it in your application's directory and find a convenient name for it (fx. "font.ttf"). Also, check what's the name of font you're about to use.
3.) To start using this font, you have to call method called AddFontResource.
[pascal]
uses
ShellAPI;

procedure TForm1.FormCreate(Sender: TObject);
begin
AddFontResource('font.ttf');
end;
[/pascal]
Also, we need to broadcast a message to all windows that we're using a new resource. It's a simple modification of the above snippet:
[pascal]
uses
ShellAPI;

procedure TForm1.FormCreate(Sender: TObject);
begin
AddFontResource('font.ttf');
SendMessage(HWND_BROADCAST, WM_FONTCHANGE, 0, 0);
end;
[/pascal]
4.) Now, if you want to use it with a Memo control, simply call:
[pascal]
Memo1.Font.Name := 'My Font';
[/pascal]
5.) The last thing is to remove the font and tell every window we won't be using it anymore. This code clears things up:
[pascal]
uses
ShellAPI;

procedure TForm1.FormDestroy(Sender: TObject);
begin
RemoveFontResource('font.ttf');
SendMessage(HWND_BROADCAST, WM_FONTCHANGE, 0, 0);
end;
[/pascal]

It's been a while since I last used this code, I'm sure it worked under XP, but I'm not sure if it will under Vista. I'd appreciate any feedback.