Shoutbox

I don't know where/how but presumably messenger has to put the fonts on your HD somewhere if you can see them without having them installed.

If thats not the case, the best I could suggest is to try using Xniff and get the name of the font from that.
The line would be similar to:

MSG 10 N 117  MIME-Version: 1.0  Content-Type: text/plain; charset=UTF-8  X-MMS-IM-Format: FN=<FONT NAME>; EF=; CO=ff; CS=1; PF=2    <TEXT>

Best you could do then would be to search google for the font.