I have a problem with the new X4: normal style in MS word is Times 12, and bibliography and in-text citations from X4 are in Helvetica 12. Everyting was ok till yesterday with Endnote X3.
Have you tried changing the display font preferences from Helvetica to Arial? (Go to the EndNote toolbar, select EDIT, PREFERENCES, then the DISPLAY FONTS option.) Arial is the default font in EndNote and using a different font (Helvetica) other than the default will appear in the text document regardless of the selected MS Word font.
I have just upgraded my Word and Endnote versions and have the exact same problem as jptabin. The font I’m using in Word is Cambria 11 but my citations come up in Helvetica 12.
I tried your trick and changed the default font to Arial, I rebooted everything, and my citations would still come up in Helvetica (while the default font is effectively set to Arial in Endnote).