Fonts in Windows XP stink.
Same problem here in Windows XP pro. The message list fonts look identical to your screenshot. I've tried several things to change the default font in ZD, as well as trying to change the default windows system fonts, all to no avail.
I've browsed through bugzilla, and there two open bugs that look like they are actually both referring to this issue:
Bug 57943 anti aliasing, and
bug 37356 Allow user to select fonts.
Production: 5.0.18_GA_3011.UBUNTU8 FOSS
Ubuntu 8.04 LTS
Testing: 7.1.4_GA_2555.UBUNTU10_64 NETWORK edition
Ubuntu 10.04.4 LTS