kahoolawe:You have to figure out on your own your cost bases and enter it manually. At least I do not know any other solutions. That is what I did.
Pension did not screw up your info. Majority of brokers report sales total w/o your intial cost.
Ameritrade is the exact same way. I had to figure out my own basis for 2005-2007. The only information they provided was the total sales.
Remember - when you short a stock, your transaction is in reverse (you sold it first, then bought it back later.)