Your broker just buys a CDS on you, and then when you default, they get their money and whatever stock you bought. And since most people don't default, the bank that issued the CDS makes money too.
Playing numbers games helps everyone grow their capital. You just have to do it intelligently.
While the Fed is lending money at almost zero interest rates, why not take advantage of it through <brokerage name>? <Your broker> will lend up to $566,000 at 1.25% for every $100,000 in a Portfolio Margin4 Securities Trading account. As of 4/5/2010, more than 500 stocks had a dividend yield of 5% or more.