The second thing you do is to read the following paragraphs with an explanation:
Only some fonts contain italic (or oblique) typefaces. A program like MS Word tries to italicize those fonts anyhow, and the result is often not that pretty:

In the picture from Microsoft Word 2004 above, the font Baskerville has an italic typeface. The font Baskerville Old Face does not. The normal versions look almost identical, but the italics look completely different. It is of course possible that you prefer the automatic italics of Baskerville Old Face, but a lot of people probably prefer the elaborate dedicated italics typeface of Baskerville.
To avoid automatically generated italics, Pages and TextEdit and a whole lot of other programs simply do not display italics, when none are available, even if the user asks for it:

In the example using Pages above, the solution is simply to use Baskerville instead of Baskerville Old Face. Here we happened to be lucky, as there was an almost identical font with an italic typeface. It may not be that easy for other fonts, but the Font palette shows which fonts contain Italics.

Comparing the samples from Microsoft Word and Pages higher up on the page, you can also see that Word 2004 is unable to render the ligature fi in any of the samples. Pages handles it well in Baskerville, but fails in Baskerville Old Face, as that font does not contain this feature.
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