Be careful with the amount of fonts that you install though. If you get too many heavy fonts your system is most likely to slow down. Install only the ones that you want to use frequently.
If you want to use the fonts only in PSP, all you have to do is double-click on the font file to open it and then PSP will be able to read it. Close the font when you are done.
There are also many font utilities that will just "load" the font for some time (similar to what you get when you double-click on the font file). Typograf is a good one (not free), and it also installs and uninstalls fonts.
The fonts that you don't install should be kept in a folder just with fonts in My Documents, for example. Keeping them separate from other files will make your life much easier