Be careful with “free” fonts on the web. Many are just copies of protected fonts with their copyright notices removed.
If you want to make sure, buy a font from one of the large foundries like fonts.com or myfonts.com. Make sure you read their license. For example, if you buy a font, you are almost always free to use it in print products, on graphics on your web site, etc., but you are almost never allowed to re-distribute a digital version of the font, not even to display it on your web site using Tools like sIFR. If you want to make sure, and big things are at stake, make sure and contact the font vendor first.
There are genuine free fonts (they also come with a license but should be much more permissive than commercial fonts). Check out Ray Larabie‘s works for example, the Open Font library or the League of Movable Type.