Styling options in bold

I am getting a styling problem with options. I need some options to appear in bold style, but Internet Explorer doesn't want to render it.

I'm setting it using CSS using font-weight: bold;, which is not working.

An example can be seen in this page: Example, which shows bold fonts in Firefox but not in Internet Explorer.

I have tried in Internet Explorer 7 and 8.

Has anyone has an alternative?

A sample:

HTML:

<select>
    <option class="special">Special</option>
</select>

CSS:

.special {
    font-weight: bold;
}