if the fancy font is simply used as a heading, is to create the words or sentence as a graphic. Save it as a .gif and then everyone, whatever their browser, will see it as you intended.
If you want to use an unusual font for larger sections of text it can be done, but there are some issues. First of all you must make sure that you have permission to distribute the font, because if you don't you're infringing someone's copyright.
Secondly, think carefully about your audience, and whether some of them might have difficulties with reading the font against whatever background you've chosen. Experiment with different browswers too - not all of them will display embedded fonts as intended.
I suggest that you read this
click here before you go any further, and if possible avoid embedding fonts unless it's absolutely necessary.