I believe there is only one official Helvetica Neue, and, as stated by Chuck, owned by linotype. So, you'll have to ask them. (Last I checked, they don't allow it, but I've since heard they've started opening up some of their font licenses for @font-face use...)
But, in general, you need to read the license of the individual font. That's the only way to know. Even then, licenses can be rather vague, so you usually want to go back to the foundry and ask them directly.
