I agree with HarryT, I think the only way you get to embed whatever font you want is to use Adobe Acrobat. The process for defining a permanent "Sony Reader" print page, and defining the same page size in Word, are on this site and also on the Wiki format section.
I didn't have a clue until I read it here at MobileRead, and fiddeled with a document until I got the look I wanted on the Reader. Once I had the parameters down, any new work, is now a snap to produce.