If you have installed Safari on your computer, then it is possible you have Helvetica Neue on your computer; most Windows users will not. Thus this may be a font issue with Helvetica under Windows XP. You should check your Fonts folder, and perhaps see if removing Helvetica Neue resolves the issue.enter code here.
Examining your screenshot closesly, I do believe it is Helvetica Neue, not Arial (the top of a lowercase t is slanted in Arial, flat in Helvetica Neue, among other subtle differences). You may not have all the font weights installed properly, or the font renderer may not be correctly choosing between them. The default Helvetica Neue weight looks bold to me.