I agree with Mark Perry. The only thing is, you need to be careful about how many comparisons you do because when you have too many Mann Withneys your alpha will eventually become so small that hardly anything will turn up significant.

Mark Perry and Raluca Caplescu,

thank you for your valuable suggestions.

I agree with Mark Perry, I would say a Mann Whitney so that you can compare two means as you go along individually. This is what i am using for my dissertation :)

You could use Multiple comparison test for non-parametric data http://aquaticr.wordpress.com/2012/12/18/multiple-comparison-test-for-non-parametric-data/ and/or read more here http://stats.stackexchange.com/questions/17342/is-there-a-nonparametric-equivalent-of-tukey-hsd

Tom