Hi David,
Generally situations when there is a lack of volume to the point of not being able to get filled occur during large news events such as Non-Farm Payroll.
It is not usually your broker that is at fault - unless the broker is a bucket shop (which, as far as I know, FXDD is not), they will offset your own positions with their clearing house. Brokers must do this for 2 reasons: 1) protect themselves from risk, and 2) satisfy regulatory requirements.
When these large news releases occur, it becomes increasingly difficult for the broker to get your trades offset in the clearing house, and so they will usually reject your orders or get you a less than desirable fill.
The only advice I can give you is to stay out of such volatile fundamental events. There is plenty of trading to be done, and waiting a little bit for the market to cool down will keep you safe from such volatile conditions.
I suggest you take a look at our economic calendar, at:
http://www.fxinstructor.com/eng/resources/calendar.php
You can see some of the high impact events listed that you should likely stay out of.