Are you trying to allow the user to choose from several labels on a form?
Labels are not enabled at run-time so you can't click directly on them. What might be time-consuming to do, but possible...
Replace your labels w/ borderless text boxes. If you leave their Enabled property to Yes and Locked to No, you're user would have the option to change them as they wish. It's probably a good idea to remove any TabStops on these textboxes. The users could accidentally tab to one and delete it by mistake.
