What do you mean I can't use that font?
It is great to see how fast the web designs are evolving these days. It seems that designers are pushing the realm of what is possible with each new project. Unfortunately, there is one thing that a lot of designers don't seem to realize. And that is as a web development company we are not always allowed to publish the fonts they used in their designs.
Why can't we just use anything?
Ok, disclaimer time, I am not a lawyer so if you want to confirm whether you can or can't publish ANYTHING to the web, please consult your attorney.
What I can tell you though, is that that pretty font that you are using was created by someone. They envisioned all the little swirls and serifs, they planned the kerning and leading (more font terms here http://www.dynamicgraphics.com/dgm/Article/28539/index.html). So they are entitled to say who can use their artistic talents and where. More importantly, they are protected by the law. Do yourself a favor and read the EULA (End User License Agreement) of every piece of digital media you want to use and make sure it permits you to use it in the way you intend.
What options do I have?
The next thing to understand is that this is not the end of the world as long as you are aware of it. There are plenty of fantastic fonts that are available to use on the web. There are also tons of font embedding services. Here is a partial list of some of the more popular ones.
The right information
Once again where copyrights are involved you can never be too safe. Make sure you do your homework so that your don't have any unforeseen surprises.