Each object has its own settings for font. You can set the object to the font that you want and then drag it back onto the palette. It will ask you to overwrite the current one. As you drag the object back into the drawing area the new font will be used. This is true aof all properties of the object and not just font.
This is useful if you are creating a new form, but if one already exists then the easiest way is to open the XML source (right mouse click on the Design tab and choose XML source. Use the search facility to find all occurances of typeface and chnage each one to the font that you want. Save the XML and then all objects will have the same font.
Make sure that you make a backup of th eform before you play with the XML. There is no undo once the cahnges are committed.