1. Copy the skin whose font you want to edit from C:\Program Files\Classic Shell\Skins\ to some location like the Desktop.
2. Install the freeware Resource Hacker (
http://www.angusj.com/resourcehacker/) and open the skin file you copied to the desktop (which is actually a DLL) in Resource Hacker.
3. From View menu in Resource, click "Find Text..." and search for: font
4. Change the font in the skin for various elements such as Main_font, Submenu_font etc to what you want (note that the name of the font must be exact as what you see in Notepad or WordPad). Press F3 to find all instances of "font" in the skin.
5. Click "Compile Script" above in Resource Hacker and then save the skin.
6. Better to rename the skin so it doesn't get replaced by a new version of Classic Shell and then put the modified, renamed skin back in C:\Program Files\Classic Shell\Skins\ and set it from Settings. On the Skin tab, you will need to select the new skin which you just modified.
The skin format is described here:
http://www.classicshell.net/tutorials/skintutorial.html Read it if you have any trouble understanding the format of the skin.