I can't test this as don't have Zend installed on my tablet, but think you have to add the span:
$oElement->setDecorators(array(
'ViewHelper',
array(array('data' => 'HtmlTag'),
array('tag' => 'span', 'class' => $class . 'myspan')),
array(array('span' => 'HtmlTag'),
array('tag' => 'dd', 'class' => $class . 'myclass')),
array('Label', array('tag' => 'dt', 'class' => $class))
));
I remember getting fed up with Zend decorators personally and Zend Forms in general as it felt like it took more effort than just making forms in HTML. Hope this helps anyway.