When you enter a web site, the first thing you likely notice is the text elements. When you may not know is that these text elements may be nothing more than graphics and not text at all. If anything, any text you put on your web site should be one of the three universal fonts: Times New Roman, Arial, or _Sans Serif (the serif is the little lines that appear on the top and bottom of your text). However, if you want your text to look more flashy, say like this, you'll have to trick the eye. Some less powerful computers do not have any extra fonts available, so if you want them to see your fancy font on their web browser, you DO have an option.
Change your text into a graphical element.
What this does is it takes that font and the text values out of the file and basically replaces it with a picture of the words in that font. All their computer has to load is a picture instead of a line of formatted text in a font they might not be able to see.
Now you're saying, "Okay, Dave, that's all well and good, but how the f*ck do I do that?"
Okay, first of all, calm down. ;)
Then select the text you want to change (be damned sure you won't want to change it afterward, because once it's a graphical element, your system won't see text any more) and hit [CTRL]+[B] twice. The first time, it will break the text line into individual characters, so that each letter, space, comma and what-have-you becomes its own text element instead of just one line. The second time you hit that combination will break every letter into a bunch of dots, reversible ONLY by undoing that very action.
So why go through all this trouble to change the graphical quality of your text? Simple. Others might not have that font you want to use, but they can still see a picture well enough to read it.