Um, just for the hell of it. Lots of those free web sites are actually distributing copyright protected fonts, and many of them have been converted from Mac PostScript to PC TrueType.
One thing to bear in mind, if you get a read me with the font, that states who the author was, then there's a fairly good chance it's legitimate shareware/freeware, if there's no read me, then there's a good chance that it's pirated.
Though lots of people take other people's shareware, freeware or commercial fonts and claim that they are the author, and even try to collect fees based on such claims.