Intalling Fonts off the internet...

Okay, hi.
My computer broke down, I think it was Windows 2000. I could download fonts
on that computer. This computer, I do the same process, but it doesn't show
up on the fonts file!
Well, I guess my problem is extracting the font files.
I click on "Extract All Files".
When the window pops up I click on >>Browse>>Computer>>Windows>>Font.
(That's what I did on my old computer.)
I click Extract, and a window pops up asking me if I want to continue or
not, so I continue. Then, once it's done extracting, the Font File window
pops up, I scroll down, and I don't see my font!!!!!
WHERE IS IT??!!! I'M SO FRUSTERATED!!!
And yes, I need this font.