Again, again, again and again the show/hide extension for known file types issue.
What you encounter has nothing to do with fonts or downloads. Be it here on dafont or elsewhere. It has to do with the settings of your operating system and whether or not you understand your operating system.
Seems you want to run before you can walk.
To install a font, you don't have to use MS Word but Windows.
Read the FAQ :
http://www.dafont.com/faq.php#winFuseau horaire : CEST. Il est actuellement 22:17