Hosting your own copy of a free font is NOT that hard.
However, if you MUST (for some copyright reason) ALWAYS get the font from the owner's server, you can most likely have some server-side code fetch and cache it on behalf of the web page that uses it... (then the IP address of your web server would be recorded, and not that of the guest visiting your web site)
Other than that, if you must do a cross-site load of a font, consider using a DIFFERENT font instead (and host it yourself). Many such freebie fonts exist.