You need to put it to a) c:\ConTeXt\tex\texmf-local\data\<politebutnotneededtoputfontnamefolderhere>\BrickToBrick.ttf b) c:\ConTeXt\tex\texmf-local\fonts\opentype\brick\BrickToBrick.ttf (or truetype instead of opentype; I'm not sure what kind of font it is, but on the other hand I don't think that it really matters)
An interesting observation: the font won't work if you put it under opentype, it only works if you put it under truetype or data. But your input works fine.
It used to be that kpathsea looked for files with a .ttf extension under truetype/ exclusively, and likewise for .otf and opentype/. This is not correct because as you know, OpenType fonts can have a .ttf extension if they use TrueType outlines (this is the case for all fonts installed by default on Windows), but this is not a requirement (only a "polite" thing to do for older rendering engines). In order to add to the confusion, this behaviour has been changed in TeX Live 2010 where the list of directories searched for is now basically the same for .ttf and .otf (but in a different order -- I told you it was confusing :-) Anyway, Mark IV should have no problem with it and disregard the file extension completely. It makes little sense anyway for ConTeXt. Arthur