I,ve had the same problem with Scottrade until yesterday, I put a bid in at .42 and got filled at .413 with GTC, it took about two minutes. It was only for a few thousand but I didn,t have to wait for hours. RC
Also using Scottrade. Finally got a nice fill at under .41! I guess I will stop complaining now :) Not that I really was- i view it as a good sign when they don't want to let shares go....