LOL!!!
I just accidentally brought satoshidice shares on Bitfunder at 0.039 instead of 0.0039.
Wow, that's a stupid mistake but luckily I only lost less than a dollar since I brought 2 shares

Are you saying your buy order did not get the lowest offered shares available? Wtf. The operator keeps the difference?
I assume that it averages the two orders (liquidity provider and liquidity consumer), which is both standard and fair. Warning should have been given though, given the amount at stake.