Do you mean you want a greater number of color labels, or do you mean you just want to change the colors and the labels that are available? The former is impossible afaik, but the latter is easily achieved by going to the Finder's preferences window and selecting the Labels tab. To get to the Finder's preferences window, simply go to the Finder and select the menu Finder -> Preferences. Or you can simply press apple , (that's a comma, so press apple-(comma) )