Managed to get Microsoft WEFT working.
Now the font I wanted my site to use is succesfully embedded into the pages on my website. I've done it as an inline style - really need to start a .css file for this site and link to it externally. I'm sure it'll make the site a lot cleaner and leaner.
Anyway, the site works the way I want it to - if you use Internet Explorer for your browser.
Apparently there's another method of embedding fonts for Netscape that I'm going to look at implementing.
Opera and Firefox users will have to miss out, though, as neither browser supports font embedding at the present time from what I've read.