Hi Steve,
In CSS3 there is a new rule called @font-face. With that, if you are using a non-standard font, you can use a kit generator like http://www.fontsquirrel.com/fontface/generator to generate a series of files to be used when deploying non standard fonts.
Here is a great resource on that topic: http://nicewebtype.com/notes/2009/10/30/how-to-use-css-font-face/ - It has all info you need.
I actually use this approach here on DNNHero.com for the menu and header fonts.
Cheers,
Aderson