\documentclass{article}

\makeatletter
\def\@begintheorem#1#2{\trivlist
   \item[\hskip \labelsep{\bfseries #1\ #2}]\sl}
\def\@opargbegintheorem#1#2#3{\trivlist
      \item[\hskip \labelsep{\bfseries #1\ #2\ (#3)}]\upshape}
\makeatother

\newtheorem{veta}{Veta}
\newtheorem{lema}{Lemma}

\begin{document}
\begin{veta}
Toto je veta o vete.
\end{veta}
\begin{lema}[druha]
Toto je lema o leme.
\end{lema}

\end{document}