>but exactly how Windows was designed to work
And, unless I'm mistaken, ATM Reunion was very popular among Mac users because it did a similar thing on Macs. I actually prefer the Microsoft way of displaying font families to the Mac way, though it should have room for all possible variations, as the Adobe system does (oh, wait, even that isn't perfect - book and regular weights cancel each other out).
>They also said to use the "Bold" button on Word on PC. When I save that file on the PC and open it up on the Mac, it shows up as "HelveticaNeueLT Std", with the Bold button pressed... not "HelveticaNeueLT Std Bold".
What you may not be aware of is a little thing called "style linking". That means that, provided the fonts are constructed properly, both Macs and PCs know to use the correct font when you choose a style (bold, itals). Despite many years of Mac users being told never to use styles in this way, this is precisely what you need to do to work cross platform. As long as you have HelveticaNeueLT Std Bold installed and active, that is exactly the font that will be used when you bold HelveticaNeueLT Std on a Mac or a PC.