If you try the regular Brokers, i.e., E-trade, Fidelity, etc,. They won't let you do it over the internet and not sure you can do it even over the phone. I made the same claim as you and one of the yahoos gave me a Broker I never heard of and asked me to call and verify I could short penny stocks, I did, and the guy said, yes. I guess some folks will do anything for commissions.
BCNU
Instructmba
Market Data 
Markets 
AI
