For you information, since 2010, the Show Dimension Names setting is now controlled and saved per document instead of for all documents as a system setting.

Previoulsy (SolidWorks 2009 and before), this setting was controlled under Tools>Option>System Option>General…

In SolidWorks 2010, you just need to on and off the display under View>Dimension Names, or, from the Heads-up View toolbar, click, Hide/Show Tems>View Dimension Names:
View>Dimension Name

Heads-up View Toolbar