Look into two sections:

app\design\frontend\base\default\template\tax\checkout\

app\design\frontend\base\default\template\checkout\total\

Depending on your setup in tax configuration you have to manually add ':' after something like: <?php echo $this->getTotal()->getTitle() ? in: app\design\frontend\base\default\template\checkout\total\tax.phtml

or something like: <?php echo $this->escapeHtml($this->getTotal()->getTitle()); ?> in: app\design\frontend\base\default\template\checkout\total\default.phtml

So you can edit it into something like this:

<?php echo $this->escapeHtml($this->getTotal()->getTitle()) . ': '; ?>

or:

<?php echo $this->escapeHtml($this->getTotal()->getTitle()); ?>: 

Look into two sections:

app\design\frontend\yourtheme\default\template\tax\checkout\

app\design\frontend\yourtheme\default\template\checkout\total\

Depending on your setup in tax configuration you have to manually add ':' after something like: <?php echo $this->getTotal()->getTitle() ? in: app\design\frontend\yourtheme\default\template\checkout\total\tax.phtml

or something like: <?php echo $this->escapeHtml($this->getTotal()->getTitle()); ?> in: app\design\frontend\youtheme\default\template\checkout\total\default.phtml

So you can edit it into something like this:

<?php echo $this->escapeHtml($this->getTotal()->getTitle()) . ': '; ?>

or:

<?php echo $this->escapeHtml($this->getTotal()->getTitle()); ?>: 

More specificaly, edit app\design\frontend\yourtheme\default\template\tax\checkout\subtotal.phtml (if you dont have one copy from base/default/ theme package)

<td style="<?php echo $this->getStyle() ?>" class="a-right" colspan="<?php echo $this->getColspan(); ?>"> <?php echo $this->getTotal()->getTitle() ?>: </td>