I've just opened a feature request, but maybe someone knows a temporary solution.

In QGIS 2.2 one can change the default font of the Print Composer (through the Menu Option -> Setttings). But I think it is not possible to do the same with labels.

This is a little bit boring when one has to export a project from a Linux to a Windows machine. In Linux (debian in my case) the default font in Cantarell, font that is not recognized by Windows. This cause a boring error message. No big deal, just annoying.

Thanks