Are you certain you went to the correct place in control panel?
Ok, here is another way to do it....
Click Start, and then click Run.
Type the following command, and then click OK:
On the File menu, click Install New Font.
In the Drives box, click the drive that contains the font that you want to add.
Note The floppy disk drive is typically drive A or drive B. The CD drive is typically drive D.
In the Folders box, click the folder that contains the font that you want to add, and then click OK.
In the List of fonts box, click the font that you want to add. To select more than one font at a time, press and hold the CTRL key while you select each font.
Click to select the Copy Fonts To Fonts Folder check box. The new font is saved in the Windows\Fonts folder.