On Mac and same problem here. I tried putting the .ttf files in the same folder as the .app but no dice... opening the application via Show Package Contents and trying to put them in various subfolders there didn't seem to work either.
Do you have those fonts actually installed on your computer (ie. could you use them in documents and such)? I don't think the application is looking for them in any of its own folders, I think it expects them to be installed and available to any software that might be able to use them.
EDIT: According to bloomingbridges having the fonts installed makes no difference. Still, I hope you get it working in the end.