Antares,

The only bars which show in the legend are those defined in the Bar Styles dialog. Choose Format, Bar Styles. Copy and existing bar, rename it and change the color. The trick is going to be to get it to only show up for Tasks with Resource A.

See the following link to get you started with creating bars styles for specific resources - See FAQ 31:
http://project.mvps.org/faqs.htm

Although the FAQ references Project 2000, it still applies to Project 2007.