Good Morning Tora..
Fonts do not install to PSP.
First thing you need to do is make a separate folder somewhere on yor hard drive just for fonts. If you put too many fonts in the folder that came with Windows it will slow your computer down and could also crash it.
Second....download your fonts to that folder.... unzip it if it is zipped back to that folder.
Third...from that folder open the font you want and then minmize it to your task bar.
When you are ready to add the font in your design it will show in the drop down window for fonts. When you are done with it just close it again.
Hope this helps.
DuckyJazz