I found the solution :-)
This is LotusScript, but I'm sure VB users can work out what it means. Also, I call a function and 3 subroutines, which are all self-explanatory. rg is a Range, in which I've just created the cross-reference. Due to the nature off the application, I know that the field is the first one in the range. The final line is the important one.
Set rg = getTableCell(subTable, 2, 1).Range
Dim fld As Variant
Set fld = rg.Fields(1)
Call SetItalicsOnOff(rg, True)
Call SetFontFace(rg, "Arial")
Call SetFontSize(rg, 8)
fld.Code.Text = fld.Code.Text & " \* MERGEFORMAT"