Problems with soundfont

So, I've downloaded and used the Baroque Harpsichord soundfont, it's much better than the Fluid-mono one. Installing and using it is no problem, but when I want to export my score as audio, the soundfont doesn't go along. If I export it as a .wav and play it in Itunes, it sounds like the standard grand piano.
Oh yeah, I'm also using the MuseScore Orchestra soundfont for my usual composing work, but the score I have the problems with is for solo harpsichord, so I use a different soundfont for it.
Am I doing something wrong?