Doubleclick on the data in the legend that you want to add custom text to. A Curve Style menu will appear as shown below:
Add the personalized text to the Legend Text field, and then press OK.
Do the same for other curves by double clicking on them:
If you wish to remove some of the standard text that appears in the legend, that can be done by right clicking on the legend and selecting Options...
Choose the Standard Content tab. Any default item of the legend can be made not visible. To remove the text, choose Name and use the arrow to move from Selected column to Available column.
Press OK when finished.