Note 7. Stock-Based Awards (Details) - Black-Scholes Valuation Assumptions	3 Months Ended	6 Months Ended
Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Black-Scholes Valuation Assumptions [Abstract]
Risk-free interest rate	1.38%	1.02%	1.16%	1.03%
Expected life (in years)	5 years 36 days	6 years 146 days	5 years 6 months	6 years 146 days
Expected volatility	75.00%	85.00%	80.00%	84.00%

Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 718

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SAB TOPIC 14.D.2)

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-Name Accounting Standards Codification

-Topic 718

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-Publisher SEC

-Name Staff Accounting Bulletin (SAB)

-Number Topic 14

-Section D

-Subsection 2

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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.

+ References

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

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 718

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