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Derivative Financial Instruments (Details 3) (Monte carlo simulations [Member], Series G Convertible Preferred Stock [Member], USD $) | 6 Months Ended | 12 Months Ended |
--- | --- | --- | ---
Jun. 30, 2012 | Jun. 30, 2011 | Dec. 31, 2011 | Sep. 30, 2011
Significant assumptions utilized in valuation technique |  |  |  |
Quoted market price on valuation date | $ 3.725 |  | $ 2.74 | $ 3.13
Contractual conversion rate | $ 1.78 |  | $ 1.78 | $ 1.78
Implied expected term to maturity | 3 months 29 days | 8 months 27 days | 5 months 16 days |
Market volatility: |  |  |  |
Equivalent volatility | 51.70% | 67.40% | 74.10% |
Market Risk Adjusted Interest Rate [Abstract] |  |  |  |
Equivalent market-risk adjusted interest rate | 20.30% |  | 15.30% | 12.40%
Credit risk adjusted yield rate: |  |  |  |
Equivalent credit-risk adjusted yield rate | 1.40% |  | 3.10% | 2.30%
Minimum [Member] |  |  |  |
Market volatility: |  |  |  |
Range of volatilities | 46.50% | 61.80% | 49.50% |
Market Risk Adjusted Interest Rate [Abstract] |  |  |  |
Range of rates (including premiums) | 18.00% |  | 13.00% | 8.00%
Credit risk adjusted yield rate: |  |  |  |
Range of rates | 1.40% |  | 3.10% | 2.20%
Risk free rates using zero coupon US Treasury Security rates: |  |  |  |
Range of rates | 0.40% |  | 0.12% | 0.19%
Maximum [Member] |  |  |  |
Market volatility: |  |  |  |
Range of volatilities | 72.90% | 71.90% | 101.80% |
Market Risk Adjusted Interest Rate [Abstract] |  |  |  |
Range of rates (including premiums) | 35.00% |  | 32.00% | 32.00%
Credit risk adjusted yield rate: |  |  |  |
Range of rates | 3.30% |  | 3.70% | 3.30%
Risk free rates using zero coupon US Treasury Security rates: |  |  |  |
Range of rates | 0.10% |  | 0.25% | 8.10%

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