If I read your post correctly, what you are talking about is the
Set Text Font command - seeing as you say the font in question is already in your system and seen from within Word.
What you might not be aware of is that if you use the Print command, you only get the system font - even if you do use
Set Text Font.
To get the others you must use the
Text command rather than Print.
The link Spooky gives describes how to distribute a program you write which uses a font which others may not already have on their systems, so if I'm wrong and that's what you do mean then it talks about your problem.
Personally, in that particular case I would use a proper Windows installer program like InstallShield which allows you to include fonts and installs/registers them when your program is installed.
TDK_Man