Placing label designs in legend of ArcGIS Desktop?

The nearest you can get is: http://webhelp.esri.com/arcgisdesktop/9.3/index.cfm?topicname=adding_mixed_format_text_to_legend_descriptions

ArcGIS 10 has more capabilities (not what you want to hear) http://help.arcgis.com/en/arcgisdesktop/10.0/help/index.html#//00s80000000q000000.htm