VBA controls/labels properties question

I am creating a spreadsheet with several pre-named labels (controls). What syntax do I use if I want to reference them using variables?

For instance, with checkboxes I can use...

For i=1 to 10
ActiveSheet.Checkboxes("a_" & i).Value=True
Next i

But the following doesn't work for labels...

For i=1 to 10
ActiveSheet.Labels("a_" & i).ForeColor=0
Next i

Thanks