I will reiterate our plea to ask questions with complete minimal documents rather than code fragments. This makes it clear what the problem is, and allows people to help you faster.
The issue you are having is a common one with \label and \ref commands. The rule of thumb is that the thing that is labeled must follow the element that introduces the number. See the following for a great discussion of this:
In gb4e the \ex command introduces the number (or letter within an xlist) and you need to put the \label command after the example (right before \end{exe} in a single part example.) This has nothing to do with interlinear glosses, so your question title is very unclear.
Here is a minimal working example of the solution. In the future you should post documents like this one in your questions.
\documentclass{article}
\usepackage{gb4e}
\begin{document}
In (\ref{1e1}) we can see something hilarious.
\begin{exe}
\ex
\glll Zuqaza uba movb sovawdam ubat law apt'aniwdam sas. \\
\{zuqaza uba movb(a)-\textbf{_{c}$\oslash$} sova-wda-m(a) uba-t(a) law(a)-_{c}$\oslash$ ap(a)-t'a-ni-wda-m(a) sa.s(a)\} \\
boy that town-\textsc{acc} go-\textsc{bfr-2imp} that-\textsc{abl} wood-\textsc{acc} tabe-\textsc{m-h-bfr-2imp} think \\
\glt `Go to that town, boy and then bring some wood.' [EBF4.40B]
\label{1e1} % label goes *after* the \ex
\end{exe}
\end{document}
If you have a multipart example, using gb4e's xlist environment, then the \label for the whole set of examples goes after the initial \ex:
\begin{exe}
\ex\label{mylabel}
\begin{xlist}
\ex
\ex
...
\end{xlist}
\end{exe}
xlistusing the regular\label,\refcommands. – Alan Munn May 25 '13 at 22:47