Derivative Instruments and Hedging Activities (Details) (USD $)	3 Months Ended		6 Months Ended
	Mar. 31, 2012	Apr. 02, 2011	Mar. 31, 2012	Apr. 02, 2011	Oct. 01, 2011
Derivatives, Fair Value [Line Items]
Derivative asset, fair value	$ 285,000		$ 285,000		$ 968,000
Derivative liability, fair value	659,000		659,000		1,658,000
Derivative [Line Items]
Gross notional amount of foreign exchange derivatives outstanding	37,000,000	25,900,000	37,000,000	25,900,000
Net notional amount of foreign exchange derivatives	34,900,000	22,200,000	34,900,000	22,200,000
Net market value of the foreign currency exchange contracts	100,000	700,000	100,000	700,000
Net market value of the foreign currency exchange contracts, Liabilities	400,000	800,000	400,000	800,000
Net market value of the foreign currency exchange contracts, Assets	300,000	100,000	300,000	100,000
Pretax amounts recognized in accumulated other comprehensive income [Roll Forward]
Maximum remaining maturity of any forward or optional contract derivatives (in years)	2 years 3 months 18 days	3 years 3 months 18 days
Effective interest rate on credit facility borrowings (in hundredths)	2.54%	2.92%	2.54%	2.92%
Net (loss) gain recognized in other (expense) income, net [Abstract]
Net gain (loss) recognized in Other (expense) income, net	205,000	(629,000)	199,000	(500,000)
Foreign Exchange Cash Flow Hedges [Member]
Pretax amounts recognized in accumulated other comprehensive income [Roll Forward]
Unrealized net (loss) gain in AOCI, pretax	414,000	(269,000)	(365,000)	(384,000)
Net loss reclassified into Revenue (effective portion)	(273,000)	250,000	129,000	409,000
Net loss reclassified into Revenue upon the removal of a hedge designation on an underlying foreign currency transaction that was cancelled	0	0	0	7,000
Net gain (loss) recognized in OCI (effective portion)	(153,000)	(616,000)	224,000	(667,000)
Unrealized net (loss) gain in AOCI, pretax	(12,000)	(635,000)	(12,000)	(635,000)
Recognized in earnings as a result of the ineffectiveness of cash flow hedges	100,000	100,000	100,000	100,000
Amount projected to be reclassified from Accumulated Other Comprehensive Income into earnings	100,000	400,000
Foreign Exchange Balance Sheet Derivative Contracts [Member]
Derivative [Line Items]
Gross notional amount of foreign exchange derivatives outstanding	38,100,000	20,100,000	38,100,000	20,100,000
Net notional amount of foreign exchange derivatives	11,800,000	5,000,000	11,800,000	5,000,000
Net market value of the foreign currency exchange contracts, Liabilities	100,000	100,000	100,000	100,000
Interest Rate Swap [Member]
Pretax amounts recognized in accumulated other comprehensive income [Roll Forward]
Notional amount of interest rate swaps derivatives outstanding	40,000,000	24,000,000	40,000,000	24,000,000
Weighted average interest rate (in hundredths)	2.09%	2.47%	2.09%	2.47%
Interest Rate Swap 1 [Member]
Pretax amounts recognized in accumulated other comprehensive income [Roll Forward]
Notional amount of interest rate swaps derivatives outstanding	13,000,000		13,000,000
Reference Rate (in hundredths)	4.24%		4.24%
Basis Spread on variable rate (in hundredths)	0.45%		0.45%
Start Date		Jul. 25, 2008
End Date		Jul. 25, 2012
Interest Rate Swap 2 [Member]
Pretax amounts recognized in accumulated other comprehensive income [Roll Forward]
Notional amount of interest rate swaps derivatives outstanding	6,000,000		6,000,000
Reference Rate (in hundredths)	1.06%		1.06%
Basis Spread on variable rate (in hundredths)	0.45%		0.45%
Start Date		Dec. 20, 2011
End Date		Sep. 20, 2012
Interest Rate Swap 3 [Member]
Pretax amounts recognized in accumulated other comprehensive income [Roll Forward]
Notional amount of interest rate swaps derivatives outstanding	11,000,000		11,000,000
Reference Rate (in hundredths)	1.02%		1.02%
Basis Spread on variable rate (in hundredths)	0.45%		0.45%
Start Date		Dec. 07, 2011
End Date		Sep. 07, 2012
Interest Rate Swap 4 [Member]
Pretax amounts recognized in accumulated other comprehensive income [Roll Forward]
Notional amount of interest rate swaps derivatives outstanding	10,000,000		10,000,000
Reference Rate (in hundredths)	1.08%		1.08%
Basis Spread on variable rate (in hundredths)	0.45%		0.45%
Start Date		Dec. 29, 2011
End Date		Sep. 28, 2012
Interest Rate Swaps and Forward Interest Rate Swaps [Member]
Pretax amounts recognized in accumulated other comprehensive income [Roll Forward]
Unrealized net (loss) gain in AOCI, pretax	(427,000)	(1,101,000)	(617,000)	(1,406,000)
Net gain (loss) recognized in OCI (effective portion)	(38,000)	(69,000)	(24,000)	(61,000)
Unrealized net (loss) gain in AOCI, pretax	(282,000)	(950,000)	(282,000)	(950,000)
Net loss reclassified into interest expense (effective portion)	183,000	220,000	359,000	517,000
Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative asset, fair value	285,000		285,000		746,000
Derivative liability, fair value	640,000		640,000		1,658,000
Designated as Hedging Instrument [Member] | Foreign Exchange Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Derivative asset, fair value	285,000		285,000		746,000
Derivative liability, fair value	358,000		358,000		1,041,000
Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative asset, fair value	0		0		0
Derivative liability, fair value	282,000		282,000		617,000
Not Designated as Hedging Instrument [Member] | Foreign Exchange Balance Sheet Derivative Contracts [Member]
Derivatives, Fair Value [Line Items]
Derivative asset, fair value	0		0		222,000
Derivative liability, fair value	$ 19,000		$ 19,000		$ 0