The approach described at http://www.sqljason.com/2010/07/aggregate-of-aggregate-function-in-ssrs.html should work for 2005.
The trick is to write some custom code that keeps track of the running total as a variable, and then call that code once per group to add to the total. Calling the code can be done by placing a reference within a cell to the code, such as in that article =Code.AddTotal(Avg(Fields!Order_Count.Value)