You didn't answer the question asked. If a particular style is applied to all of the headings (and not other text) then it is simply a matter of modifying the style to include bold and underline font attributes.
Regardless, here is a macro that might meet your needs:
Code:
Sub ScratchMacro()
'A basic Word macro coded by Greg Maxey
Dim arrFind() As String
Dim lngIndex As Long
Dim oRng As Range
arrFind = Split("HISTORY OF PRESENT ILLNESS:,PHYSICAL EXAM:,RADIOGRAPHS:,SOCIAL HISTORY:,FAMILY HISTORY:,REVIEW OF SYSTEM:," _
& "BRIEF HISTORY:,CLINICAL EXAM:,ASSESSMENT AND PLAN:,IMPRESSION AND PLAN:", ",")
For lngIndex = 0 To UBound(arrFind)
Set oRng = ActiveDocument.Range
With oRng.Find
.Text = arrFind(lngIndex)
With .Replacement
.Text = arrFind(lngIndex)
.Font.Bold = True
.Font.Underline = True
End With
.Execute Replace:=wdReplaceAll
End With
Next
lbl_Exit:
Exit Sub
End Sub