Missing special characters

I'm using InDesign CS6 on Windows 7, and I have a problem with special characters like č, ę etc. When I open an InDesign document that contains those characters, I see little pink square symbols with a cross, instead of those characters.
The font I'm using is Helvetica Neue (Light, Roman, Bold and Italic). I've tried changing it to for example Arial, and the problem disappears. However, for the document I'm preparing it's out of question to use any other font than Helvetica Neue. And the document  has absolutely tons of those special characters, so I can't (or just really wouldn't like to...) manually change only those characters into another font that doesn't produce this error.
Suggestions how to solve this problem?

The pink squares indicate that the font you're using doesn't have the
required glyph.
You will have to switch to a font that contains the glyphs you need.
For instance, is there a "pro" version of Helvetica Neue available that
has all the glyphs you need? You may need to purchase that. Many fonts
these days are avialable in a "pro" version (not just Adobe fonts) that
include an extended character set.
You could theoretically build the characters that you need using
combining accents and diacritics, but it's not recommended for a few
reasons. One, it's a hassle to set up and maintain; also, if there's
ever going to be an electronic version of the book, it won't be
conveniently searchable.
Ariel

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