How to use matlab2tikz to include a matlab figure to LaTeX

I have created a matlab figure. I want to save the figure and include it in a LaTeX document. When I save the figure as .eps and include it, it works fine. But, the labels of my figure are far too small to be readable. So I tried the matlab2tikz script. I have downloaded the script and included it to my path. Then I have run the script that creates the figure (it does plenty of other things as well) and after that I have run the matlab2tikz script. I have doubts that the file, generated by matlab2tikz, is the figure that I want to include, because when I try to include it in LaTeX, it says "TeX capacity exceeded". From what I have written, am I doing sth wrong? Or do you have other ideas of how to rescale the figure and include it to LaTeX ?