Windows: at about.com - at myfonts.com

Mac:

You can compare the processing of zipping with packing books or clothes into a suitcase: they take up less space for a journey, but you have to unpack them once the journey is over to be able to use them

Before doing what follows, I would suggest you open the programme called FontBook, and in the preferences set the Default Installer Location to 'Computer' rather than 'User'; that way you will have all the fonts you have chosen in one folder, at Hard-disc > Library > Fonts

More tips on installing fonts on the Mac at myfonts.com