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Derivative Financial Instruments (Details 3) (Monte carlo simulations [Member], Series G Convertible Preferred Stock [Member], USD $)
 9 Months Ended 12 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Dec. 31, 2011
Significant assumptions utilized in valuation technique      
Quoted market price on valuation date $ 3.17 $ 2.46 $ 2.74
Contractual conversion rate $ 1.78 $ 1.78 $ 1.78
Implied expected term 3 months 15 days 8 months 12 days 5 months 16 days
Market volatility:      
Equivalent volatility 47.10% 104.27% 74.10%
Market Risk Adjusted Interest Rate:      
Equivalent market-risk adjusted interest rate 20.80% 14.46% 15.30%
Credit risk adjusted yield rate:      
Equivalent credit-risk adjusted yield rate 1.40% 3.20% 3.10%
Minimum [Member]
      
Market volatility:      
Range of volatilities 34.00% 69.73% 49.50%
Market Risk Adjusted Interest Rate:      
Range of rates (including premiums) 19.00% 12.00% 13.00%
Credit risk adjusted yield rate:      
Range of rates 1.30% 3.21% 3.10%
Risk free rates using zero coupon US Treasury Security rates:      
Range of rates 0.06% 0.13% 0.12%
Maximum [Member]
      
Market volatility:      
Range of volatilities 72.30% 125.36% 101.80%
Market Risk Adjusted Interest Rate:      
Range of rates (including premiums) 35.00% 32.00% 32.00%
Credit risk adjusted yield rate:      
Range of rates 1.80% 4.85% 3.70%
Risk free rates using zero coupon US Treasury Security rates:      
Range of rates 0.17% 0.42% 0.25%