Ok, I hope I'm just missing something here. Where is the Show Dimension Names setting in 2010? I can't find it in its usual place, Tools, Options, General. Anyone confirm that it's not where it is supposed to be? Then can someone tell me why??
Try looking in the feature Manager Design tree, on the top of features look for the Annotation and right click and turn on the Show feature dimensions, Give that a try
It's here now:
And the help files:
Richard