Obviously, you need the font before you can install it:
TekutekuAL, Regular (Newgrounds Font)
At the top you will see the title written in the font. The link to the font is in right-side the gray line directly underneath. You can either download it in a zip file or download the font directly.

Not everyone knows how to install fonts so here's a nifty guide for Windows, Linux and Mac.
Source - If you find something good, use it.

Installing a PC font
How to install a font under Windows ?
Unzip the files you have downloaded.

Details : Click on the "Download" button, save the zip somewhere on your hard disk, go to the place where it is saved, double-click on the zip to open it, then either click on "Extraxt all files" or drag and drop the files elsewhere from the zip window (hold down the CTRL key to select several files at once)
For the 20th century versions of Windows you must install an unzip tool first.

Under Windows Vista :
Select the font files (.ttf, .otf or .fon) then Right-click > Install

Under any version of Windows :
Place the font files (.ttf, .otf or .fon) into the Fonts folder, usually C:\Windows\Fonts or C:\WINNT\Fonts
(can be reached as well by the Start Menu > Control Panel > Appearance and Themes > Fonts).

Note that with the internal unzip tool of Windows (unlike Winzip), you cannot install a font by a simple drag and drop of the .ttf from the zip window to the Fonts window. You must first drag and drop it anywhere (for example on the desktop) then in the Fonts folder.

You can also go through : File > Install a new font... in the Fonts folder menu then browse the fonts, instead of drag and drop the fonts into the window. Although this method is laborious, it would seem that it functions better in certain cases.

Tip : if you punctually need a font, you don't need to install it. Just double-click on the .ttf file, and while the preview window is opened you can use it in most of the programs you'll launch (apart from a few exceptions like OpenOffice).

How to install a font under Mac OS ?
Mac OS X recognizes TrueType and OpenType fonts (.ttf and .otf) but not the PC bitmap fonts (.fon).
Files are compressed, you may need an utility like Stuffit Expander.

Under Mac OS X :
Put the files into /Library/Fonts (for all users),
or into /Users/Your_username/Library/Fonts (for you only).
If your OS includes the Font Book, you can as well double-click on a font file, then a preview pops with an "Install font" button.

-Under Mac OS 9 or less :
The old Mac fonts are not supported anymore at dafont. First, you have to convert the font files (.ttf or .otf) you have downloaded.
Then drag the fonts suitcases into the System folder. The system will propose you to add them to the Fonts folder.

How to install a font under Linux ?
Copy the font files (.ttf or .otf) to fonts:/// in the File manager.