I got asked this question by Cat not so long ago, which she managed to follow no problems. So thought to might as well share it with you GIMPsters out there if you wondered how.
1) First download, unzip, install font to C:\Windows\Fonts - refer to Dafont-faq for more instructions.
2) If GIMP is already open, exit GIMP and re-open OR with Text Tool selected, click on Font selection icon,
click on Open the font selection dialog (bottom right button),
click Rescan font list (looks like arrows pointing at each other at bottom of dialog).
The rescan may take a while, so be patient.
3) With Text Tool selected, click on canvas or new layer and type away with your newly installed font.
That's all folks.