Derivative Financial Instruments - Warrants Liability (Details) (USD $)	3 Months Ended					0 Months Ended	3 Months Ended		12 Months Ended		3 Months Ended		12 Months Ended		3 Months Ended		12 Months Ended
	Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012	Jul. 31, 2011	May 31, 2011 May 2011 Offering [Member]	Sep. 11, 2012 September 2012 Offering [Member]	Mar. 31, 2013 Binomial Lattice Option Valuation Technique [Member] Warrant [Member]		Dec. 31, 2012 Binomial Lattice Option Valuation Technique [Member] Warrant [Member]		Mar. 31, 2013 Binomial Lattice Option Valuation Technique [Member] Warrant [Member] Minimum [Member]		Dec. 31, 2012 Binomial Lattice Option Valuation Technique [Member] Warrant [Member] Minimum [Member]		Mar. 31, 2013 Binomial Lattice Option Valuation Technique [Member] Warrant [Member] Maximum [Member]		Dec. 31, 2012 Binomial Lattice Option Valuation Technique [Member] Warrant [Member] Maximum [Member]
Derivative [Line Items]
Common shares linked to derivative warrants (shares)	123,804		128,350	250	153,882
Issuance of warrants, public offering (shares)						110,000
Change in fair value of derivative	$ (7,480)	$ 104,697
Issuance of warrants with preferred stock financing (shares)	4,546
Loss on exchange of warrants (in dollars)	$ 732
Fair market value of asset (per share)							$ 0.46	[1]	$ 0.22	[1]
Exercise price (per share)							$ 1.25		$ 1.25
Term (in years)							4 years 5 months	[2]	4 years 8 months	[2]
Implied expected life (in years)							4 years 5 months	[3]	4 years 7 months	[3]
Volatility range of inputs (percentage)											49.74%	[4]	45.82%	[4]	79.54%	[4]	84.21%	[4]
Equivalent volatility (percentage)							57.10%	[3]	60.20%	[3]
Risk-free interest rate range of inputs (percentage)											0.07%	[5]	0.11%	[5]	0.77%	[5]	0.72%	[5]
Equivalent risk-free interest rate (percentage)							0.27%	[3]	0.32%	[3]

[1] The fair market value of the asset was determined by using the Company's closing stock price as reflected in the over-the-counter market.

[2] The term is the contractual remaining term, allocated among twelve equal intervals for purposes of calculating other inputs, such as volatility and risk-free rate.

[3] The implied expected life, and equivalent volatility and risk-free interest rate amounts are derived from the Binomial.

[4] The Company does not have a market trading history upon which to base its forward-looking volatility. Accordingly, the Company selected peer companies that provided a reasonable basis upon which to calculate volatility for each of the intervals described in (2), above.

[5] The risk-free rates used for inputs represent the yields on zero coupon US Government Securities with periods to maturity consistent with the intervals described in (2), above.