Agreed, I have exactly the same problem. The plugin would be absolutely perfect but it doesn't allow to save changed. I'm using the Twenty Eleven template from word press and unable to change the main header font and save it properly.
It seems to change the font so you can see the style appear on the page but when it comes to actually saving it, it reverts back to the standard font style.
I have tried selecting an element from page which appears to highlight the text and allow me to change the font but never saves it. I have tried different browsers including Google Chrome, IE and Firefox (all up-to-date versions).
I think it may have something to do with the style.css of this particular template!? Not really sure what im talking about here but this plugin doesnt work. Ive tried re-installing it and have spent hours trying to make a simple text change but it never saves.
It seems looking at this forum many other people have exactly the same problem, I have the latest version of the plugin also.
Any help would be appreciated.