There are several ways and levels in which you can change the marker for plotting data. Your request is for a marker in the shape of a rectangle with dimensions that depend on variables associated with each observation. In addition to Ian's suggestion, you might consider a script for a custom graphic display. You can start from scratch with Graph Box() or you can add one or more graphics scripts to the frame box in an instance of Graph Builder.
See Help > Books > Scripting Guide and search for 'custom marker.' The 'pixel' oriented drawing functions can render any shape you like.
