One common problem that many designers coming from a graphical enviroment into the bloody areana that is web design are often unaware that search engines have no eyes. So if you are intending to use a fancy font on a webpage anywhere execpt the main logo image then you need to look at CSS font embedding.
Note: Fancy fonts are intended for logo design or at best paragraph headers or first capital letter of a paragraph, in other words where the size is normally quite large, once they get below 20px things tend get a bit fuzzy for human readers regarless of wether you use and image or the embedded technique.