Hi,
Also, be aware this is only available in Unity 4, unity 3 doesn't have rich text capabilities.
When I have to do these kind of work, I tend to rely on having two different label, and I build a guiskin with custom styles to fit my need, and then stack them into a horyzontal area.
does that make sense? it's far from being ideal I know.. and if you have unity 4, go with LampRabbit explanations, or else use nGUI or other 2d frameowkr, most of them have rich text capabilities.
bye,
Jean