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Note 2 - Summary of Significant Accounting Policies (Detail) - Estimates Utilized in the Black-Scholes Option Pricing Model (USD $)	9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011
Fair value of options issued (in Dollars per share)	$ 0.15	$ 0.45
Exercise price (in Dollars per share)	$ 0.27	$ 0.83
Expected life of option (years)	5 years 219 days	6 years 36 days
Risk-free interest rate	0.82%	2.14%
Expected volatility	59.00%	56.39%
Dividend yield	0.00%	0.00%

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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