You need to set Access-Control-Allow-Origin HTTP Header for this
See here:
IE9 blocks download of cross-origin web font

Does this work?

@font-face {
    font-family: 'BebasNeue';
    src: url('fonts/BebasNeue.eot');
    src: url('fonts/BebasNeue.eot?#iefix') format('embedded-opentype'),
         url('fonts/BebasNeue.otf') format("opentype");
}

On Fontsquirrel they do it this way
http://www.fontsquirrel.com/fontfacedemo/bebas-neue

Download the @font-face kit from there

@font-face {
    font-family: 'BebasNeueRegular';
    src: url('/utils/load_demo_font.php?font=960/BebasNeue-webfont.eot');
    src: url('/utils/load_demo_font.php?font=960/BebasNeue-webfont.eot?#iefix') format('embedded-opentype'),
         url('/utils/load_demo_font.php?font=960/BebasNeue-webfont.woff') format('woff'),
         url('/utils/load_demo_font.php?font=960/BebasNeue-webfont.ttf') format('truetype'),
         url('/utils/load_demo_font.php?font=960/BebasNeue-webfont.svg#BebasNeueRegular') format('svg');
    font-weight: normal;
    font-style: normal;

}

If you go to the site you had in the first place: Google Fonts, and take a look at the generated code,

you can realize you need to:

Download these 4 files:

• Droid Sans Bold

• Droid Serif

• Droid Serif Bold

• Droid Serif Italic

Rename all appropriately and place in the fonts folder:

• fonts/DroidSans-Bold.woff

• fonts/DroidSerif.woff

• fonts/DroidSerif-Bold.woff

• fonts/DroidSerif-Italic.woff

And then use this code:

@font-face {
  font-family: 'Droid Sans';
  font-style: normal;
  font-weight: 700;
  src: local('Droid Sans Bold'), local('DroidSans-Bold'), url('fonts/DroidSans-Bold.woff') format('woff');
}
@font-face {
  font-family: 'Droid Serif';
  font-style: normal;
  font-weight: 400;
  src: local('Droid Serif'), local('DroidSerif'), url('fonts/DroidSerif.woff') format('woff');
}
@font-face {
  font-family: 'Droid Serif';
  font-style: normal;
  font-weight: 700;
  src: local('Droid Serif Bold'), local('DroidSerif-Bold'), url('fonts/DroidSerif-Bold.woff') format('woff');
}
@font-face {
  font-family: 'Droid Serif';
  font-style: italic;
  font-weight: 400;
  src: local('Droid Serif Italic'), local('DroidSerif-Italic'), url('fonts/DroidSerif-Italic.woff') format('woff');
}