We carried out a simulation study to compare the efficiency of three alternative programs (dfdist, detseld and bayescan) to detect loci under directional selection from genome-wide scans using dominant markers. We also evaluated the efficiency of correcting for multiple testing those methods that use a classical probability approach. Under a wide range of scenarios, we conclude that bayescan appears to be more efficient than the other methods, detecting a usually high percentage of true selective loci as well as less than 1% of outliers (false positives) under a fully neutral model. In addition, the percentage of outliers detected by this software is always correlated with the true percentage of selective loci in the genome. Our results show, nevertheless, that false positives are common even with a combination of methods and multitest correction, suggesting that conclusions obtained from this approach should be taken with extreme caution.