Do you mean you want the E-mail message itself to appear bold (in some client like Outlook?). You need to change the MIME-type of the message to text/html instead of just text/plain. You should be able to do this with a header passed in the headers section of the mail() command. Try:
$headers = "MIME-Version: 1.0\r\n";
$headers .= "Content-type: text/html; charset=iso-8859-1\r\n";
mail($to, $subject, $message, $headers);