wow I did the same EXACT thing on my first few forex trades. Sucks cause it says IDEALPRO when you fill out the order but sure enough if its not big enough it will just go right to IDEAL. Were you trading using market orders? I think its better anyway to use limits and then your only concern would be why am I not getting filled.
Ive always traded market orders for stocks and eminis. My program searches for breakouts and if I use a limit order, the order never gets filled. Ive tried different algorithms to fill using limits, but market orders seemed to work best.