Ok, I answer myself...
With .Labels
.Generate("[TYPE]", MapWinGIS.tkLabelPositioning.lpMiddleSegment, False)
Dim ct As MapWinGIS.LabelCategory
ct = .AddCategory("OFF")
ct.Expression = "[STATUS] = " & quote & "NOK" & quote
ct.Visible = False
ct = .AddCategory("ON")
ct.Expression = "[STATUS] <> " & quote & "OK" & quote
ct.FontSize = 10
ct.Visible = True
.ApplyCategories()
End With