At the moment this is not possible from ReefMaster, although it is on the list of approved feature requests and will be implemented at some point in the next few months.
For now, all you can really do is open up your map in GE and drop waypoints where you want your depth labels. If you click on the waypoint icon (in the properties window that opens when you drop a pin), then select "No Icon", you will be left with just the label. If you create a folder first and select it, all your labels will be created within it. You can then drag the folder into your RM map base folder and save the lot as a single map.
Matt