My Anti-virus program deletes or quarantines the downloaded exe file!

CHANGE ANTI-VIRUS SETTINGS (this example is for Norton Internet Security)
Launch Norton Internet Security > Settings > Web.
Click onto the 'Download Intelligence' group.

Turn this option OFF first: Download Insight Notifications
Turn this option OFF second: Download Intelligence
NOTE: both of these should now be in the OFF position.

Apply > OK
(a notice states 15 minutes before option return to Default).
Choose OK to finish

A notice appears stating it will be 15 minutes until the options return to their Default positions. You can forget about resetting the options, or, if you plan to download from different links within 15 minutes remember to put the options back to default.

Now use your Browser to download the executable (.exe) file again,
(this is only a non-working example link)...

Do not choose the 'RUN' option. It will trigger built-in anti-virus checkers in some systems like Windows 8.
Choose SAVE.

Wait until you receive a successful message next to the DELETE RUN SAVE button something like:
S746-S799-t6YQ-9Ke3.exe is not commonly downloaded and could harm your computer.
Just ignore the warning - we know what we're doing.

Now choose RUN and follow the Installer's prompts.

Launch your text editing application such as Word and check if the font names appear in the menu.