By default, silverlight only supports some fonts. The fonts it supports are just the basic ones e.g. Arial, Times New Roman etc. Want to have a custom font in Silverlight? Easy....
After you have Installed your Font in Windows (right click on download TTF file and click Install), simple select the font from the properties menu in the TextBlock control in Expression Blend.
The trick is, that you have to check the "Embed" checkbox for the custom font to show up correctly.
Hope this helps,