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Go into your ACP,

Select the usergroup which you want made bold, by going to "Usergroups" then "Usergroup Manager". When you have found the one that you want to change, click "Edit"

You will see a field labelled:

Username HTML Markup:
(Specify an opening and closing HTML tag with which to display the names of users in this group. This applies to names that appear on Logged-in Users, Who's Online, Users Browsing Forum, Users Browsing Thread, Posts, Member List etc.)

In this field, type in <b> in the first one (left), then </b> in the one to the right

This is what is put before / after the username on the memberlist / who's online.

It's just HTML code, so depending on what you put in there, depends on how it looks.

<b> - Bold
<font color=""> - Font Color
<I> - Italic
<u> - Underlined

And so on.