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Derivative Financial Instruments (Details 2) (Monte carlo simulations [Member], Senior Convertible Notes [Member], USD $)	9 Months Ended	12 Months Ended
	Sep. 30, 2012	Dec. 31, 2011
Significant assumptions utilized in valuation technique
Quoted market price on valuation date	$ 3.15	$ 2.74
Contractual conversion rate		$ 3.74
Contractual term to maturity		2 years 3 months 29 days
Implied expected term to maturity		2 years 22 days
Market volatility:
Contractual interest rate		8.00%
Minimum [Member]
Significant assumptions utilized in valuation technique
Contractual conversion rate	$ 3.17	$ 2.74
Contractual term to maturity	1 year 6 months 29 days
Implied expected term to maturity	1 year 3 months 26 days
Market volatility:
Range of volatilities	21.40%	55.60%
Range of equivalent volatilities	44.60%	78.90%
Contractual interest rate	8.00%
Range of equivalent market risk adjusted interest rates	8.02%	8.00%
Range of equivalent credit risk adjusted yields	0.39%	3.10%
Risk-free rates	0.17%	0.01%
Maximum [Member]
Significant assumptions utilized in valuation technique
Contractual conversion rate	$ 3.74	$ 2.89
Implied expected term to maturity	1 year 5 months 5 days
Market volatility:
Range of volatilities	70.10%	101.80%
Range of equivalent volatilities	57.00%	84.30%
Contractual interest rate	9.00%
Range of equivalent market risk adjusted interest rates	9.08%	8.10%
Range of equivalent credit risk adjusted yields	2.03%	3.50%
Risk-free rates	0.31%	0.25%

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- Definition

Derivative financial instruments fair value assumptions contractual conversion rate.

+ References

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Derivative financial instruments fair value assumptions contractual interest rate.

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- Definition

Derivative financial instruments fair value assumptions credit risk adjusted yield rate range of rates.

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- Definition

Derivative financial instruments fair value assumptions market risk adjusted rate range of rates.

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- Definition

Derivative financial instruments fair value assumptions quoted market price.

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- Definition

Derivative financial instruments fair value contractual term to maturity.

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- Definition

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

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Risk-free interest rate assumption used in valuing an instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

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Weighted average expected volatility of stock price.

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-Name Accounting Standards Codification

-Topic 820

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-Section 50

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