Which font are you trying to download ? Try re-downloading it again, especially if you're on a wireless connection.
Already did, it's a zip file of two fonts, and it's not working for me. Wet Arial, very cool.
There's only one .ttf file in the Wet Arial zip file.
Did you read the help section ?
http://www.dafont.com/fr/faq.php#winHuso horario CEST. Ahora son las 02:57