Changing the font in my theme

I am currently using PrimePress and I don’t like the font (in the blog posts, pages and sidebars).

I really DO like the font used in Twenty Eleven.

1. Is the font from T.E. universal – does it look the same in all browsers and on all computers?

2. How can I change my current font? Or to be more specific, where in my stylesheet do I place/replace what?

Thanks in advance.