For all those interested. I just spoke to a rep from Zecco. You can transfer your shares from your broker i.e. Scottrade, TDA. If you go to Zecco's website, Look at the bottom of their page and you will see in the second colume of options, a link that say "Brokerage Forms Library", click on that link. Then mid way on the page that you just opened, you will see "Forms Libraby", from there you will see account management-"account tranfer request." Click that link, print out the form, fill it out and send it to Zecco via Fax or US mail and all your shares will be transfered to your Zecco account. They said that it takes about 7-10 business days before the transfer take place.
I have st and I will be starting the process tomorrow to transfer my shares. All the money that I have been spending over the last 4 years trading with scottrade is crazy.
Hope that this helps those who were thinking about switching.