Load Attribute With Store Frontend Label

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<?php
/* @var $collection Mage_Catalog_Model_Resource_Eav_Mysql4_Product_Attribute_Collection */
//note for 1.6 collection class is Mage_Catalog_Model_Resource_Product_Attribute_Collection
$collection = Mage::getResourceModel('catalog/product_attribute_collection')
            ->setItemObjectClass('catalog/resource_eav_attribute')
            ->setCodeFilter(ATTRIBUTE_CODE)
            ->addStoreLabel(Mage::app()->getStore()->getId())
            ->load();
/* @var $attribute Mage_Catalog_Model_Resource_Eav_Attribute */
$attribute = $collection->getFirstItem();
$attribute->getStoreLabel();