I'll record a screencast about this.
Igor, what font are you using to have bold displayed in the grid? I'm using Arial or Arial Unicode and don't get bold.
You're right! With Verdana, bold text is displayed as bold. With Arial or Arial Unicode it isn't...
Most fonts should display the text in bold (select them via the View > Font menu). The default Verdana font has no issues with it.
Care to explain what we are looking at? ;-)