This question is a consequence of a previous question that I posted on the group regarding the plotting of lattice points or a trellis on an axis (ref. Drawing lattice/trellis graphs using PGF/TikZ).
On the advice of two group members, I have been able to plot something that looks like this:

The code that I used to generate this graph is:
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{calc}
\begin{document}
\begin{figure}[h!]
\centering
\begin{tikzpicture}
\coordinate (Origin) at (0,0);
\coordinate (XAxisMin) at (-3,0);
\coordinate (XAxisMax) at (5,0);
\coordinate (YAxisMin) at (0,-2);
\coordinate (YAxisMax) at (0,5);
\coordinate (Bone) at (0,2);
\coordinate (Btwo) at (2,-2);
\draw [thin, gray,-latex] (XAxisMin) -- (XAxisMax);% Draw x axis
\draw [thin, gray,-latex] (YAxisMin) -- (YAxisMax);% Draw y axis
\clip (-3,-2) rectangle (10cm,10cm); % Clips the picture...
\pgftransformcm{1}{0.6}{0.7}{1}{\pgfpoint{3cm}{3cm}} % This is actually the transformation
% matrix entries that gives the slanted
% unit vectors. You might check it on
% MATLAB etc. . I got it by guessing.
\draw[style=help lines,dashed] (-14,-14) grid[step=2cm] (14,14); % Draws a grid in the new coordinates.
% \filldraw[fill=gray, fill opacity=0.3, draw=black] (0,0) rectangle (2,2); % Puts the shaded rectangle
\foreach \x in {-7,-6,...,7}{ % Two indices running over each
\foreach \y in {-7,-6,...,7}{ % node on the grid we have drawn
\node[draw,circle,inner sep=2pt,fill] at (2*\x,2*\y) {}; % Places a dot at those points
}
}
\draw [ultra thick,-latex,red] (0,0) -- (0,2) node [above left] {$b_1$};
\draw [ultra thick,-latex,red] (0,0) -- (2,-2) node [below right] {$b_2$};
\draw [ultra thick,-latex,red] (0,0) -- ($(0,2)+(2,-2)$) node [below right] {$b_1+b_2$};
\draw [ultra thick,-latex,red] (0,0) -- ($2*(0,2)+(2,-2)$) node [above left] {2$b_1+b_2$};
\draw [thin,-latex,red, fill=gray, fill opacity=0.3] (0,0) -- ($2*(0,2)+(2,-2)$) --
($3*(0,2)+2*(2,-2)$) -- ($(0,2)+(2,-2)$) -- cycle;
\end{tikzpicture}
\caption{Babai's algorithm works poorly if the basis is ``bad''.}
\label{figure:solving-CVP-bad-basis}
\end{figure}
\end{document}
The problem that I am experiencing is not being able to align the axis with the origin of the lattice. Also, the variables that have been defined for the origin, and other points on the lattice do not appear to have the effect that I expect (that is, they appear to be absolute coordinates relative to the axis, as opposed to points relative to the lattice). Consequently, I have to hard code these when it comes to plotting them.
Any advice as to what I am doing wrong would be appreciated.

\filldraw[fill=gray, fill opacity=0.3, draw=black] (2,2) rectangle (4,4);. – percusse Jan 28 '12 at 11:42\filldraw[fill=gray, fill opacity=0.3, draw=black] (0,0) rectangle (2,2);instead of offsetting it by(2,2). Either way, it has solved my problem. Once again, thank you percusse and Peter for your help! – Bill Jan 28 '12 at 22:50