A Tab Control is made up one or more Page Controls. The tab you click actually selects a page. Is the code in the OnClick of the Page or the Tab Control itself?
I would put code in the OnChange event of the Tab Control. The value of the tab control will be the page that was selected. For example if you have 4 pages in your tab control and you click on page 3, the tab control will equal 2 (pages begin numbering with 0). That way you will know which page was selected. Then you can use a Select statment to show the proper label.