In this post Silverlight Dude talks about the fonts in Silverlight 4 and what troubles they may cause if you don't know about some new changes.
Ok, if you are coming from Silverlight 3 development like me you will probably fall into this one as well without even knowing it. In Silverlight 3 there were only 9 fonts, and as soon as you select a different font other than the 9 basic fonts then blend would automatically embed them for you. Now in Silverlight 4 Blend doesn’t do that, because now Silverlight can take advantage of system fonts.