You need to use 'taxonomies' => array( 'post_tag' ) to add tags support for a custom post type, like this:
function Work() {
$labels = array(
'name' => _x( 'Work', 'post type general name' ),
'singular_name' => _x( 'Work', 'post type singular name' ),
'add_new' => _x( 'Add New', 'Work' ),
'edit_item' => __( 'Edit Work' ),
'new_item' => __( 'New Work' ),
'all_items' => __( 'All Work' ),
'view_item' => __( 'View Work' ),
'search_items' => __( 'Search Work' ),
'not_found' => __( 'No Work Found' ),
'not_found_in_trash' => __( 'No Work Found In The Trash' ),
'parent_item_colon' => '',
'menu_name' => 'Work'
);
$args = array(
'labels' => $labels,
'description' => 'Holds our Work and Work specific data',
'public' => true,
'menu_position' => 5,
'supports' => array( 'title', 'editor', 'thumbnail', 'excerpt', 'comments' ),
'has_archive' => true,
'taxonomies' => array('category', 'post_tag'),
);
register_post_type( 'Work', $args );
}