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3D plot not working as desired!

Hello R-users!

I am trying to plot 3 vectors (x,y,z) of observations
generated by mvrnorm in library(MASS).

I tried plot3d in library(djmrgl) and scatterplot3d.
But these program gives x,y,z axis which do not 
intersect at the origin (0,0,0). 

I searched through all the graphics related packages
for R like xgobi, ggobi, grid and more. Quite
confusing which one to choose.

Would anyone recommend any way to plot the 3-dimensional
randomly generated numbers? It would be very nice if it
can create 95% confidence region ellisoid around the
observations, just like the 95% confidence ellipse around
the bivariate normal random numbers.

Thanks in advance!

Sangwhan Kim
Department of Economics
University of Illinois at Urbana-Champaign