Further to what hammbakka said, the MouseMove event will only tell you when the mouse has moved over the control but not when you leave the control (e.g. a MouseOut event in HTML).
Therefore, you need to capture the MouseMove event of the control and set it to bold, but also capture the MouseMove event of the Form.Detail area (*) and remove the bold setting. If you have many controls which go bold, you'll need to either blindly remove bold from all controls or have a way to identify which control was highlighted (say using a global or setting the Tag property).
[* alternatively you could place a filled rectangle (of the same colour as the detail to make it invisible) behind the control and capture the MouseMove event for that. This will reduce the area that access is calling your code.]
Highlighting is one of the things I am trying to cover in a new interface add-in I am writing...