Yair,
There is an example sequence on the Developer Zone that changes the step name for a step in a loop:
http://sine.ni.com/apps/we/niepd_web_display.display_epd4?p_guid=C415E8836A6365CBE034080020E74861&p_node=%20DZ52226&p_source=External
The example uses an ActiveX call to change the Name property of the Step object. In order to access the step, object is accessed from "RunState.PreviousStep" in the Sequence Context. Note, however, that the change made to the step name does not take effect until the step is next executed. After a step is executed the step information is logged into the Locals.ResultList[] array. The ResultList array contains the contents of the generated report.
Let me know if you have any qeuestions on the example.
Tyler Tigue
NI