Try to use
Page.FindControl("Label" + j.ToString())
look at the code below....
Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
Dim i As Integer = 1
Rename(i)
End Sub
Public Sub Rename(ByVal k As Integer)
Dim lbl As Label
Dim j As Integer
For j = k To 11
lbl = Page.FindControl("Label" + j.ToString())
lbl.Text = (j - 1).ToString()
Next
End Sub