hi ... just to add onto the x*x suggestion already made ...
* some fake data;
data x;
do x = 1 to 10;
y = 6 + ceil(10*ranuni(999));
output;
end;
run;
goptions reset=all;
symbol1 v=dot c=blue;
symbol2 i=join c=blue ;
proc gplot data=x;
plot (y x)*x / overlay;
run;
quit;
also, using annotate is actually a bit harder in that the above method does not require you to have any knowledge as to how SAS/Graph will choose the ranges of the x and y axes
if you use annotate, then only safe way to add the line is to control the axis ranges with AXIS statements that specify ORDER and then use that axis range info to specify end points of a line drawn with annotate