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Sounds like a part accuracy issue. Are you using absolute accuracy? If so, what is it set at?
Creo 7.0+ uses absolute accuracy by default in the supplied templates, if you are using a custom start part then you may not have absolute accuracy in the model.
Check the envelope quilt surface can be offset to the desired value before applying the lattice. Select the outer wall and offset that quilt to the inside by the desired value. If this surface will not offset, that could be the source of your problem. It is difficult to tell without seeing the model.
Changing the accuracy was helpful. However, even when the accuracy is the smallest permitted value (0.0001), I am unable to create the desired wall thickness for the lattice and fill the desired geometry size. After some trial and error, it appears that for a 0.1mm wall thickness lattice, the maximum size of geometry that can be filled is ~9x9x9mm.