Thanks for the replies.
I wanted to follow-up on this topic, encase someone in the future is trying to figure out the same thing. Anyway, I installed openSuse 11 to see if that would change anything. I first tried KDE 4, and the texts still had the glossy font, and I couldn't find how to correct it.
Then I re-installed openSuse and used GNOME 2. I went in the Control Center, and clicked the Appearance button. I then fiddled with it a bit, and got the text much nicer, very close to Windows. I may be able to get it even more so with more tweaking.
So anyone who is going through this, may want to try GNOME, as it seems to have more options for editing the text/fonts.