Native to Access 2000 and later is a Vertical property on the other tab of
the label.  That rotates the label 90 degrees.
If that isn't sufficient, check out
  www.lebans.com
Stephen Lebans has a solution for rotating text (I can't remember if it
works with both text box controls and labels or not).  If it only works with
text box controls, you can change the label to a text box and set the source
of the control to the what was the value of the label's caption.