This problem most probably appears because some servers sometimes treat font files as “unsecured” and may not allow you to do this.
Anyway, you have another option for manual font upload via FTP. You can manually upload your font file inside wp-content/uploads folder and then just specify full name of the font file in Manual font upload text field in Theme Options -> Contact admin page. Also, make sure the file permissions to uploaded font file are set to 755 or even 777.