Derivatives And Fair Value Measurements (Narrative) (Details) (USD $)	3 Months Ended		3 Months Ended
	Jun. 28, 2008	Jul. 02, 2011 Y	Apr. 02, 2011 Treasury Rate Lock Hedge Contracts [Member]	Apr. 08, 2011 Treasury Rate Lock Hedge Contracts [Member]	Jun. 30, 2012 Interest Rate Swaps [Member]	Oct. 01, 2011 Interest Rate Swaps [Member]	Jun. 28, 2008 Interest Rate Swaps [Member]	Jun. 30, 2012 First Interest Rate Swaps Contracts [Member] Rate	Jun. 30, 2012 Second Interest Rate Swaps Contracts [Member] Rate	Jun. 30, 2012 Third Interest Rate Swaps Contracts [Member] Rate	Oct. 01, 2011 Mexican Operations [Member] Forward Contracts [Member]	Jun. 30, 2012 Malaysian Operations [Member] Forward Contracts [Member]	Oct. 01, 2011 Malaysian Operations [Member] Forward Contracts [Member]	Oct. 01, 2011 Malaysian Operations 2 [Member] Forward Contracts [Member]
Derivatives And Fair Value Measurements [Line Items]
Foreign Currency Contracts, Liability, Fair Value Disclosure											$ 1,000,000	$ 1,400,000	$ 1,500,000	$ 100,000
Notional amount of forward exchange contracts												54,100,000
Credit facility	150,000,000		175,000,000
Proceeds from settlement of treasury rate lock contracts				2,300,000
Amortization period of treasury rate lock settlement, years		7
Fixed interest rate								4.415%	4.49%	4.435%
Notional amount of interest rate swap contracts					86,300,000		150,000,000
Conversion of variable rate term loan into fixed rate debt	150,000,000
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net					$ 2,515,000	$ 5,239,000