Hi:
PROC EXPORT only exports DATA -- there are no fonts or formatting (such as bold) when you use PROC EXPORT. SAS is exporting data to data -- if you go into an Excel sheet and start typing, there is no additional formatting, unless you add it. When you use PROC EXPORT, it is as though you typed into the cells without any other formatting.
You said you tried PROC REPORT. If you used ODS CSV with PROC REPORT, then again, there is no formatting in a CSV file -- but you would have been able to get labels. On the other hand, if you used ODS HTML, ODS MSOFFICE2K or ODS TAGSETS.EXCELXP with PROC REPORT, then you should have seen formatting and labels in the output.
What ODS destination did you use with PROC REPORT?
cynthia