When using the Label Wizard to create and save a label the fonts on that label are referenced by number rather than by name. As a result, labels loaded on another machine could have a different appearance due to inconsistencies of installed fonts between the two machines.
To solve this problem you can create a label and associate it with a form that uses a style sheet. Below is a screen shot showing how to associate the form:
If you set the font on the form object used with a Style Sheet then it will carry over from one machine to another. This should solve the problem.