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Below that, you have a list of fonts installed on your computer in the right hand list box, and an empty list box on the left.
Select the font you want from the right list box (in this case, myriad pro), and use the buttons to move it to the lefthand box. Select alternates to Myriad for those people that might not have it installed the same way.
When you're happy, click OK. Now, the new font choice will show up as an option in the properties box, or if you choose Text/Fonts.
Usually that is something like C:\WINDOWS\Fonts
Once it is installed there, it will appear on the list of available fonts in DW (and elsewhere).
You are aware though that if you use an off-standard font like this on your site that those visiting the site will not see it unless they also have that font installed on their computers?