Actually the only way is using an HTML box; maybe in the next version I'll add this feature in the label editor.
As my friend Csaba remember me, it is possible using the label editor in this way: - disable the "Encode HTML Chars" property of a label - write the label without line feeds - write <h1> and </h1> into the label text
This creates a <br> within the h1 tags. Does anyone know if the h1 reference is still working well with the google engines, when you use a <br> command in between, because you need the h1 references places on different lines?