I figured I would post this in case anybody else out there needed to do this.
I selected the window I wanted this to be on and click the little gear icon to bring up the action configuration screen for this window.
I selected the internalFrameActivated event and inserted the following script:
username = fpmi.security.getUsername()
root = event.source.rootContainer
label = root.getComponent('User Label')
label.text = "User: " + username
Thanks go to Carl for helping me with this.