\documentclass{article}

\usepackage{tikz}
\usepackage[shell]{gnuplottex}

\begin{document}
The difficulty is shown in the figure.

\begin{figure}[h]%
  \centering%
  \begin{tikzpicture}
    \begin{scope}
      \draw[color=lightgray] (-4,0) -- (4,0);
      \draw[color=lightgray] (0,-4) -- (0,4);
      \draw[dashed,color=lightgray] (-1,-1) rectangle (1,1);
    \end{scope}

    \node[scale=1.2] at (0,0) {
\begin{gnuplot}[terminal=epslatex]
   set contour
   set cntrparam levels incremental -0.02,0.01,0.02
   set view map
   set view equal
   unset surface
   unset key
   unset tics
   unset border
   set isosamples 1000,1000
   set xrange [-3.5:3.5]
   set yrange [-3.5:3.5]
   set view 0,0
   set cont base
   splot x**3 + y**3 - 6*x*y
 \end{gnuplot}
};
  \end{tikzpicture}

  \caption{A test of gnuplottex with epslatex}
  \label{fig:gnuplot}
\end{figure}
\end{document}