Embed font

I created an application which uses a font not present on the gross of computers. So I would need to either make them install it themselves, embed it in the application, or let the application install it. The first and last option won't do. I want it to be as easy as possible for the users. The last one failed. On a computer which already has the font, the font disappears until it's rebooted.
I tried to do that with AddFontResource(). Download the font, call AddFontResource() and send the WM_FONTCHANGE message to HWND_BROADCAST.
So is there any way to actually embed the font in the app?

Thanks in advance. :3
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