Installing special typeface fonts (foreign language characters)

I need to use Russian, Chinese and Japanese characters on my website. When I went to publish my page I received a message: The following fonts are used by the document but are either not installed, or are not in a format that allows them to be embedded in the website.

I would like to know how to embed the fonts in the website or how to format. What is best practice when using foreign language characters?

I would like to know this too!