I did something similar only with buttons.  What I did was created an
object that told me the information I needed to know and serialized it
onto the user's hard drive.  If you're working on a more enterprise
application you could do the same into a database.  Once you've saved
it then just on the form load (in my case Log In) just grab the file
with the correct name (I based mine on user ID) and deserialize it
using the information to replace all the information.

If you have no way to enumerate the labels that were added (and thus find  
out their location), then you won't be able to do this.  So the first step  
is to fix your design if necessary so that you can enumerate the added  
labels.

Once you've done that, it's a simple matter to save the important  
information (pretty much whatever the user has control over, which might  
include text, position, font, color, whatever...you're pretty vague about  
what's going on so I can't offer specifics).  The question is "where to  
save it?"  You can write to a file or database as "cfps.Christian"  
suggests, but I'd say that in the most basic scenarios, you should just  
using the built-in Settings class and let .NET handle how to actually  
manage the data persistence.

Pete