I have started reading Lillian Too's Essential Feng Shui. I'm stuck aligning the 9 square grid over my house plan. My house is almost a perfect square, except that it's 45 degrees to the north-south axis. i.e. it's a diamond instead of a square.

Does that mean it's missing all 4 corners? Or that 4 corners are protruding?

In my limited knowledge, I would say that the corners are outside of your physical house and may need to be "marked" in the yard. I hope someone else will come and find this thread and help out. Mothering.com has had some amazing posts on Feng Shui recently, a wealth of info if you go search the archives there.