Okay, the fonts required are included in the zip. I think what you're finding happening is that you haven't installed the fonts prior to opening photoshop and so it's replacing the needed font with an existing one on your system - TahomaSmallCap Bold.
If you copy the fonts from the zip into your windows/fonts directory, then view the directory to ensure it's there and after that load photoshop, it should then pull the fonts into the package for you