Add labels to superfish sub-menu s
Take a look at the Special Menu Items module. What does it do?

"Special menu items is a Drupal module that provides placeholder and separator menu items" (1)

A placeholder is defined as 

"A placeholder is a menu item which is not a link. It is useful with dynamic drop down menus where we want to have a parent menu item which is not linking to a page but just acting as a parent grouping some menu items below it." (1)

Which matches your description of 'labels' in your question.