Confirming. There is no such font as WIngdings Bold.
As others earlier in this thread have indicated, QuarkXPress and other applications including Microsoft Office applications fake missing styles, often without advising you. Thus, if a particular typeface family has only a regular style, italic is synthesized by obliquing the characters styled with italic. Bold is synthesized by not only filling the character's outline, but by also stroking it. Bold italic is synthesized by both obliquing and stroking the outline. Sometimes such font manipulation works; sometimes is looks awful. It depends on the design of the original font and the degree to which you attempt such artificial synthesis.
The solution to your particular issue is to change the Wingdings Bold to Wingdings Regular. Then, select the text formatted in Wingdings Regular and apply a color and width to the outline of the text. Keep that width subtle. Perhaps, 0.5pt outline on 12pt text. You'll need to experiment and see how that works both for display and print.
- Dov