I am doing my university assignment on Helvetica Neue and have to design it in Indesign, however, when I went to look for the font I couldn't find it.
I am using my windows vista to do my work but at university they use MACS which do have the font on, please tell me its because of that.
Yeah, that's probably the problem. Mac OS X has had a version of Helve Neue built in for a bunch of recent versions. You can buy Helve Neue in a version that will work on your WIndows computer - which is also Mac-compatible. But the Mac font (which was a .dfont, if I recall correctly) will not work on WIndows.
And the "real" opentype version that works on Windows is NOT cheap.