You didn't mention which revision of Rockbox you have installed.
As fonts don't change that often, get them from
here (look at the bottom).
Manual installation: Please read the corresponding section of the
Manual.
Usage: Don't follow the Manual, as it is erroneous.
Manual for 3.0, page 130,
11.1.2 Loading Fonts and
latest Manual online,
12.1.2. Loading Fonts:
"Settings ->
General Settings -> Display -> Browse Fonts in the Main Menu"
is wrong, must be
"Settings ->
Theme Settings -> Browse Fonts in the Main Menu"