Printer doesn't print downloaded font, prints it as Times New Roman?

Hi, I am doing a school project and downloaded a font from dafont.com, http://www.dafont.com/times-new-yorker.font Times New Yorker. I am using Microsoft Word 2002 and Windows Vista. But when I go to print to my printer in another room (Dell v305, Windows XP, I print wireless to it) the Times New Yorker font simply prints as Times New Roman. It is very frustrating, is there anything I can do about it?