>I want to cast
>
>"label" + Convert.ToString(i)
>
>into a System.Windows.Forms.Label so that I can use
>
>MessageBox.Show(x.Text);
>
>How can I do that?

Why do you want to cast it into a label for the message box?

Can't you just use:
MessageBox.Show(new String("label" + Convert.ToString(i)));

Or do you have other reasons.

Either way, if you want it to be a label, just create a Label object and set the text property to the string value.