greedy algorithm on set cover If I'm covering the interval [0,1] with sets which are themselves closed intervals, is there a covering where the greedy algorithm does not find the optimal solution? 
If the sets are not individual closed intervals (assume there are not open intervals) I can construct an example by letting one of the sets be two disconnected intervals; but I'm looking for an easier example for a presentation to a non-mathematical audience. 

Assuming that Suresh is guessing correctly, 
There are simple examples involving just three sets, where only two of the three sets are needed to get a cover, but the greedy algorithm uses all three. 
EDIT: Just to incorporate in the answer what's already in the comments, one simple example consists of the three sets, $[0,1/2]$, $[1/2,1]$, and $[1/5,4/5]$. 
