How to plot several graphs in a single 2-D figure?

Hi, R-listers

I tried to plot several graphs in a sigle x-y coordinate settings, like the
following:
|(y)                           s
|    ******               s
|               *****      s
|    sssssssssssssssssss
|_______________________________(x)
where "*" and "s" denote two diffrent plots.

However, when I used
plot(data1); % data1 is the data points of "*"
par(new=T);
plot(data2); % data2 is the data points of "s"

I found that the x and y labels are messed up, since different graphs use
diffrent unit length on the x-axis and y-axis.

So is there someway to avoid this problem?
Or is there some other function plottting multiple plots in
one x-y axis setting?