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Note 9 - Stock Options and Stock Purchase Warrants (Detail) - Assumptions Used in the Black-Scholes Model	12 Months Ended
	Sep. 30, 2012	Sep. 30, 2011
Expected volatility	117.00%	73.02%
Risk-free interest rate	1.00%	1.60%
Dividend yield	0.00%	0.00%
Expected life in years	5 years	4 years 175 days
Minimum [Member]
Forfeiture rate	0.00%	0.00%
Maximum [Member]
Forfeiture rate	5.00%	5.00%

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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