Web browsers do not have explicit access to install things on a user's computer(or at the very least they shouldn't). You really have four options:
1. Use a standard, web-safe font.
2. Use graphics in place of text. This isn't a good idea if you plan on using the font in areas other than headers/titles/etc.
3. I recently stumbled on this javascript library that seems pretty cool, and will allow you to use any font you want on a webpage. However, the user would need to have javascript enabled in order for it to work.
4. Use a flash movie to display text in the font of your choice, though I think that would be rather excessive.