Just before textbox, create a label too!
Something like:
TableCell cell = new TableCell();
Label lb = new Label();
lb.ID = "LabelRow_" + i + "Col_" + j;
cell.Controls.Add(lb);
TextBox tb = new TextBox();
tb.ID = "TextBoxRow_" + i + "Col_" + j;
cell.Controls.Add(tb);
row.Cells.Add(cell);