Still not sure exactly what you're trying to label. But...

If you're trying to label an editable LCD Label key (at the top or bottom of the screen), see [Link: remotecentral.com] and scroll down to "Edits LCD Label Keys".

If you're trying to label an icon-based function key (all the square buttons on the screen), see [Link: remotecentral.com] and scroll down to "Learns Infrared Codes" and look at the second paragraph.