I once I took the chance and sold another losing penny stock 'at Market'. The MM sold my shares at 0.00001. After paying my Etrade fee I had a couple of dollars left. Bet the evil MM chuckled after that one!
Selling at market is very, very risky at best. Usually don't ever consider that, unless you know for sure (which you can't) that market will be .00009 or .000095. One sold here at market today @ 15:28 for 0.000099.