Thank you very much for your comments!
To make it more understandable what I am looking for is something like such a graph (using old style legend construction):
Needs["PlotLegends`"]
Block[{lgnd},
lgnd = {{{Graphics[{Black, Text["x"]}],
Style["Data Points",
FontSize -> 12]}, {Graphics[{Orange,
Line[{{0, 15}, {30, 15}}]}],
Style["Fitted Function", FontSize -> 12]}},
LegendPosition -> {0.85, -0.20}, LegendSize -> {0.78, 0.25},
LegendTextSpace -> 6, LegendShadow -> {.02, -.02}};
ShowLegend[
Show[ListPlot[Table[{f, Sin[2 \[Pi] 0.1 f]}, {f, 0., 200., 1.}],
PlotStyle -> Black, PlotMarkers -> {"x", Offset[10]}],
Plot[Sin[2 \[Pi] 0.1 f], {f, 0., 200.}, PlotStyle -> Orange,
PlotRange -> All]], lgnd]
]