Here's one way: http://phoenix.phys.clemson.edu/tutorials/excel/advgraph.html (paragraph 2).
Here's another one: http://www.utexas.edu/its/training/handouts/excelchart/
It takes it from the table heading.
Personally, I find graphs a rather confusing part of Excel (but I know a lot of people who don't agree). But with some clicks (right clicks are a powerful tool), or the Excel help, or just googling for info (I searched for Excel graph legend you to get the above links for you). Did you know the Internet is a great source of information like this, and google is good tool to find it?
Anybody know how to change the Legend from saying "series 1, series 2, etc. etc."