(Excel 2007) Here is a way which might do what you want but it is a little involved. Make a table with categories and the data and averages, something like this -
A B C D E
15 50 26 31 36
34 13 50 37 24
37 39 35 38 21
49 47 23 17 40
33.75 37.25 33.5 30.75 30.25
Highlight the whole lot and Insert - Line chart - pick the first one with dots. Delete the legend. You now have five lines of different colours and markers.
Locate the line which is the averages, right click on it and Change Series Chart Type to Column. You now have one bar for the averages and four lines.
Now right click on one of the line charts - Format the Data Series. Make the Line Colour = No line. Make the Marker Options = Built in - round size 3 or whatever you like the look of. Marker Fill = Solid Fill black. The co;oured line should now be little black dots.
Repeat with the other three lines.
Cheers
dc