What about simply using an empty \paragraph sectioning command?
\documentclass{article}
\setcounter{secnumdepth}{4}
\renewcommand{\theparagraph}{\arabic{paragraph}}
\begin{document}
\paragraph{}\label{mylabel} Lorem ipsum dolor sit amet...
\paragraph{} Another without label (cf. mn. \ref{mylabel}).
\end{document}

and, if you don't like the spacing, use the \titlespacing command from the titlesec package?
\documentclass{article}
\usepackage{titlesec}
\setcounter{secnumdepth}{4}
\renewcommand{\theparagraph}{\arabic{paragraph}}
\titlespacing*{\paragraph}{0pt}{1em}{1em}
\begin{document}
\paragraph{}\label{mylabel} Lorem ipsum dolor sit amet...
\paragraph{} Another without label (cf. mn. \ref{mylabel}).
\end{document}

Moreover, you can adjust the number with the command \titleformat
\documentclass{article}
\usepackage{titlesec}
\setcounter{secnumdepth}{4}
\renewcommand{\theparagraph}{\arabic{paragraph}}
\titlespacing*{\paragraph}{0pt}{1em}{1em}
\titleformat{\paragraph}[runin]{\normalfont\normalsize}{\theparagraph}{1em}{}
\begin{document}
\paragraph{}\label{mylabel} Lorem ipsum dolor sit amet...
\paragraph{} Another without label (cf. mn. \ref{mylabel}).
\end{document}

\p{somelabel}? – yo' Oct 31 '13 at 14:36