They are open-type fonts and they have to be in your Windows\Fonts folder, that is the only place that Photoshop picks up installed fonts.
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Web Goddess & Web Standards Evangelist :) - Tables Be Gone !!
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You are right, but actually photoshop picks up fonts from one more location and one of my friend told me about it. I want to share it with you friends.
This is the location photoshop picks up the fonts from