From the "Start" menu select "Control Panel" and then select the "Appearance and Themes" category.
Select "Fonts" from the "See Also" panel at the left of this screen.
On the "File" menu, select "Install New Font..."
Click the drive and folder that contain the fonts you want to add.
To select more than one font to add, press and hold down the CTRL key, click the fonts you want, then click on "OK"

So this is what you are doing when trying to install the font?

Try saving to your desktop and then double clicking the font file and clicking install. What OS/Version of windows are you using? (vista, 7, XP, etc.) Thay all can install fonts different ways.

Nope. Rodolphe (the webmaster) has to delete it for you.

Helvetica
Arial
Avant Garde
Futura
Century Gothic
Myriad
DIN
Frutiger
Rockwell
Lubalin Graph
Akzidenz Grotesk
Klavika
Univers
Interstate
Akkurat
Gotham
Just to name a few

For a free font that looks like Avant Garde try Avian

This is not a font. It is a graphic created for the company.

What do you mean "trendy blocky ones like it"?

Your font has to be approved before it shows up on the site.

Modified/Stenciled Avant Garde

Try restarting the computer, then try installing again.

Is the file open in font viewer or windows explorer?

I think it is Avant Garde Bold but your image is very small.

Do you have another computer? try downloading fonts on that computer, then see if they re valid. Otherwise, your internet connection may be the issue

I uploaded it to Megaupload not in a compressed format. Try downloading and see if that works...

Megaupload link: http://www.megaupload.com/?d=D74M0K2T

koeiekat is right. We need to know what font you are talking about and where you downloaded it.