There are many factors when dealing with fonts (which version of SAS you're using, which output device you're using, etc), but in general these arial fonts should work on a PC for you.
Without seeing the code or your annotate data set, my best guess would be that you are letting your 'style' variable auot-set to a length, and that length isn't long enough to hold these longer font names (you can do a "proc print" of the annotate data set to check this).
If that's the problem, you can fix it by assigning a longer length, such as ...
data my_anno;
length style $30;
style='"arial/bold"';
/* remember - that's double-quotes inside single-quotes, or vice versa. */