From BStegmaier

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  • Load PlotLegends Package
Needs["PlotLegends`"]
  • Plot your graph
Plot[ something ];
  • Draw a legend on it
ShowLegend[%, 
   {
      {
         {Graphics@Text@Style[\[FilledSmallCircle], Blue], "chart 1"},
         {Graphics@Text@Style[\[FilledSmallSquare], Hue[5/6, 1, 3/8]],"Chart 2"}
      },
      LegendShadow -> {0, 0}, LegendPosition -> {-.5, .3}, LegendSize -> {1.2, .4}
   }]