That may be because the label is not the focussed control. You can set the focus to the label in it's
MouseHover
event handler. Then, you will have to associate the label control with your HelpProvider control. Once you have done this, it should work fine. Following code snippets should help.
Event handlers for the label:
private void LabelMouseHover(object sender, MouseEventArgs e){
(sender as Label).Focus();
}
private void LabelMouseLeave(object sender, MouseEventArgs e){
(sender as Label).Focused = false;
}
For your HelpProvider cotnrol, there is a method like
SetShowHelp
(or something similar) you can call that method and associate the help with the label.
Once you are done, set mouse over label and press F1: voila! it should work. :)