1) Download BMFont here:
http://www.angelcode.com/products/bmfont/2) Open BMFont
Go to Options > Font Settings. Select the font you want to use.
Select the size you want it to produce.
Go to Options > Export Options. Select the texture width and height you want it to produce (this doesn't mean it'll fit, this means if it goes over, it will produce a second image with the rest of the font. You can use Options > Visualize to see how it'll fit.).
Under Presets choose
White text with alpha.
Set Textures to
tga - Targa.
Set Bit depth to
32.
Click on every character you want to be in the font file, selected ones will be highlighted. You can also click-drag to paint a selection.
Options > save Bitmap font as... You should have a .tga and a .fnt file. Replace the extension of the .fnt with .txt.
3) Open Unity.
Go to NGUI > Font Maker. Place the .txt file into Font Data.
Place the .tga file into Texture slot.
Name your font and choose what atlas to put it into.
Now you can use the font.