Far be it from me to tell you how to run your personal finances. But far too many of you are being held hostage to one firm. In the last few days, I have gotten email from people indicating that their brokers won't let them get a short interest rebate (the money you earn on the phantom sales from shorts), they can't short after the close of stocks (even though it is perfectly legal) and they can't get into Bob Olstein's fund because it is not carried by their broker.

Hold it!

One of the great things about the brokerage business is that you can have more than one of them and nobody is gong to tell your mommy if you do. It is a free country! No broker wants you to have more than one. They all want you to be captive. But you can't have your business be dictated by anybody. If you are not getting full service or if you are not able to get certain features you should have, you have to go elsewhere. It is only right.

Don't settle for less because you are worried about too much paperwork. Some of these firms should be embarrassed that they don't offer the full complement of options for you. It is their fault, not yours. Don't be bagged.

James J. Cramer is a director and co-founder of TheStreet.com. He contributes daily market commentary for TheStreet.com's sites and serves as an adviser to the company's CEO. Outside contributing columnists for TheStreet.com and RealMoney.com, including Cramer, may, from time to time, write about stocks in which they have a position. In such cases, appropriate disclosure is made. While he cannot provide personalized investment advice or recommendations, he invites you to send comments on his column to

jjcletters@thestreet.com.