consider that $form->labelEx() take the name to display from the function attributeLabels() in the model passed as first argument. So if you call, for example:
echo $form->labelEx(User::Model(), 'name');
you should have the definition of the label for "name":
class User extends CActiveRecord
{
...
public function attributeLabels()
{
return array(
'name' => 'Name',
);
}
...
}