How do I get legend colors to match my plot colors ?

Here is my code: Plot and legend seem to not understand each other.

    figure(1)
        for j = [3,6,8,9,10,5]
        hold all
        plot(DataZero(:,j),DataZero(:,7),'LineWidth',0.5)
        end
    L = legend('LCenter','LN','LNN','LS','LSS','LW');
    axis([-12 25 0 1400])
    set(L,'Location','southeast')
    hold off

[Jurgen]

What error do you get?