Here is another site of free soundfonts: http://www.hammersound.net/

The best way to use OMB or Live - Styler is to use VST Host software as indicated in above noted posts:

Install and Load OMB or LS
Install & Load Host software (forte, console, etc.)
Load VST (sfz, synthfont, etc.)
Load soundfonts within the VST.
Connect OMB or LS to host via Midi Yoke or Maple virtual cables).
Setup the midi ports & channels for Style and lead voices.
Connect your controller keyboard via soundcard to Host.
Load style in OMB & LS and play