I searched the web and found out that there's one solution: editing the steam.styles file (\Program Files (x86)\Steam\resource\styles\steam.styles).
I edited it, changed the line from:
// cool we can define font-families here as well basefont="Arial" basefont="Helvetica" [$OSX]
// cool we can define font-families here as well basefont="Helvetica" basefont="Helvetica" [$OSX]
But to no avail, because Steam will always launch with the dialog box "Checking for updates", and "Validating (something)" and the modified file would be changed to default (back to basefont="Arial").
So are there any ways to make Helvetica font the default font in Steam's GUI?
== Update ==
I've already installed Helvetica font.
== Update 2 ==
As suggested, setting the file "steam.styles" as read-only didn't work, Steam probably deleted and wrote a new file.
== Update 3 == [solved]
Edited the file; deny all users and system accounts for write access ONLY, and now Steam managed to display the desired font.