I don't think BlitzMax supports direct loading of DFonts as it is pretty much a Mac standard and not very cross-platform friendly. You should try converting it to a TTF using a free command-line app called Fondu. Let us know if it still doesn't work after you do this.
Edit: You may be able to do it using FontForge which is apparently what Fondu was developed for and is easier to use - here is the SourceForge download page.
Edit: You may be able to do it using FontForge which is apparently what Fondu was developed for and is easier to use - here is the SourceForge download page.