There are a number of ways to install these fonts:

Windows XP Users
-Open the folder titled Georgia by double clicking it
-On the left hand side of your screen should be an option stating "Extract All Files"
-Press that and hit next
-Hit the "Browse" button in order to slect the folderyou want the fonts installed to
-The path of the folder is under "My Computer", "C", "WINDOWS", "FONTS"
-Select that folder and hit the "Open" or "Extract" button
-If you already have these fonts, you can simply choose not to replace them

All Other Windows Users
-You will need a program called "WinZip" which can be downloaded for free at 
 http://www.downloads.com
-Once you have the program installed, run it and follow the same instructions as above.

Apple Users
-Hope you know how to extract to a Mac cause I sure don't.  Sorry
-For assistance, go to http://www.apple.com, select the help option and type in
 "Unzipping/Uncompressing Folders"