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Let \\(A\\) be the subgroup of \\(G = SL_n (\\mathbb{R})\\) of diagonal matrices with positive entries and let \\(\\mathcal{L}_n =G/SL_n (\\mathbb{Z})\\) be the set of unimodular lattices in \\(\\mathbb{R}^n\\). The dynamics of the action of \\(A\\) on \\(\\mathcal{L}_n \\) has been much studied because of its applications in number theory. The authors show that every closed \\(A\\)-orbit in \\(\\mathcal{L}_n \\) contains a well-rounded lattice. McMullen had shown that every compact \\(A\\)-orbit in \\(\\mathcal{L}_n \\) contains a well-rounded lattice, and the authors follow his strategy of proof. They use a result of Tomanov and the authors which classifies closed \\(A\\)-orbits. The other ingredient of the proof is an interesting covering result which generalizes both the Knaster-Kuratowski-Mazurkiewicz theorem and McMullen's result which was an essential part of his proof for the case of compact \\(A\\)-orbits. The question if every \\(A\\)-orbit contains a well-rounded lattice remains open. The authors show that it holds for almost every \\(A\\)-orbit, an application of Moore's ergodicity 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