I've been wondering about the same thing!

As far as I can tell you can label your CDs however you like, and there doesn't seem to be a central repository related to the recording industry for label names, much to my surprise. It's possible that MCPS has some information.

I suspect that if you were serious about having a label with a name that you wanted to keep a good first step would be to register it as a trade mark.

Anahata