I don't think you can. You can sort of tweak it to label the left hand column, but since you cannot put any dimensions on the right of your measures on the rows shelf, you cannot label the right column.
What I've done in a similar situation though is to put the title or caption of the graph and put the metrics in their colours in that. I've coloured the axis according to the colour as well and then hidden their names.
Hope that helps,
I too would love to see this Chris. I have personally ran into this enough times outside of the forums that I think this warrants an Idea posting for people to vote and comment on.
It can be found here: http://community.tableau.com/ideas/1994
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Here is a way to improve on the situation, see this example http://www.freakalytics.com/2011/05/18/linkedin-nyse-symbol-lnkd-ipo-some-analysis-and-insights-from-their-sec-filing-and-estimates/
I implemented your recommendation.