This is from a thread on the subject when SF was released and this of course goes for the Axis and Allied fonts as well:
Don't know if someone posted it already, but the easiest way to fix this (which shouldn't mess with your checksum) is to edit your core.gfx (in /interface/ ).
Code:bitmapfont = { name = "comintern_country" fontname = "Kyril" color = 0xffffcb11 effect = yes }
into
Code:bitmapfont = { name = "comintern_country" fontname = "kart_font" color = 0xffffcb11 effect = yes }
kart_font can obviously be replaced by any other hoi3 font.
EDIT:
Also: effect controls all caps or not.