[quote="Sslaxx":2cy7mret]Not the best way of having to do it, unfortunately.[/quote:2cy7mret]
Indeed. Right click on the file, select install. It's actually the same thing, as Windows recognizes the fonts folder as a "special" folder.
Also, your game will probably need an installer that installs said files (I haven't tested it).
I suggest Spritefont. It looks prettier anyway