If you don't want to use a different font, consider simply loading bold-extra. This is similar to the "poor man's solution" mentioned in Heiko's reply, except that it actually builds a real, true-blue bold small cap font from the Computer Modern sources, without scaling and the concomitant loss of quality.
\documentclass{article}\usepackage{bold-extra}\begin{document}\textsc{He iv}---\textbf{He iv}---\textsc{\textbf{He iv}}\end{document}Note that these are Metafont sources, which to my knowledge have never been converted to an outline format; this means you'll have bitmaps in your pdf. But that's not so bad in modern pdf viewers; the screenshot below is from xpdf:
The other benefit here is that you have fonts that exactly match the rest of your body fonts (assuming you're using Computer/Latin Modern).