When I try to download fonts I receive an error message that reads as follows: "This file does not have a program installed with it for performing this action. Please install a program or, if one is already installed, create an association in the Default Program Control Panel." (NOTE: I an using Windows 7) Thanks for your help!

Could be Browser Settings.
Find download options for your browser and tell it to prompt you to open or save files.

Could be associations.
Right click on downloaded font (TTF, OTF, or PFM (with PFD in same folder) and say "Open With" - "Choose Default Program" - then say "Windows Font Viewer" which is located here:

C:\Windows\System32\Fontview.exe

The downladed files are not TTF or OTF but ZIP files.

When you download a font file on Dafont, dont't try to "Open" the file but "Save" it in your hard disk.
In a second time, you have to unzip it with a sofware like Winzip, 7Zip or other.
In a thist time, you have to install the TTF or OTF files : http://www.dafont.com/faq.php#win