Gian,
I tried today to open one with optionsxpress, but kept having trouble with the online application. They think it has something to due with my browser, but I went from Internet Exporer 6, to 8, and also tried FireFox, and still had trouble getting thru the application. I will try again tomorrow, and also have an old full service broker account that I don't use and will try them, but will probably have to wire in some funding as the account is still open, but I had move out most of the money.