I run into the same problem like Dean and majaeki did. I followed the steps in your video, but the font won't change.I tried Crtl+F5 and still nothing happened.
When I made the same changes to the html file in folder "lesson02" and copied the styles.css to the folder "lesson02",the font was changed successfully. This indicates my system has installed the fonts which the Browser needed.
Then I copy the modfied file Lesson03.html to folder "Lesson02" and view it in IE, the font is unchanged again! At this moment, Lesson02.html and Lesson03.html in folder "lesson02" are exactly the same except the filename. But they look different when rendered by IE.
After a lot of confirmation, I'm sure there is either a BUG or something beyond my understanding.
I even uploaded a recorded video and the files in my folder "Lesson02" to skydrive:
They can help illustrate what I'm talking about.
Really a lot of thanks for this series!
Finally, I've got the trick.
I'm using windows 8. And the html file downloaded from channel9 is recognised as "from another computer" and blocked by windows security features. User can unblock the html file by doing this: right click on the file and choose properties, press the "unblock" button shown in the picture below: