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Derivatives And Fair Value Measurements (Narrative) (Details) (USD $) In Millions, unless otherwise specified	0 Months Ended			12 Months Ended							3 Months Ended				1 Months Ended
	Apr. 21, 2011	Apr. 08, 2011	Apr. 04, 2011	Oct. 01, 2011	Oct. 02, 2010	Jun. 30, 2008	Oct. 01, 2011 Mexican Operations [Member] Forward Contracts [Member]	Oct. 01, 2011 Malaysian Operations [Member]	Oct. 02, 2010 Malaysian Operations [Member]	Oct. 01, 2011 Malaysian Operations [Member] Forward Contracts [Member]	Apr. 02, 2011 Treasury Rate Lock Hedge Contracts [Member]	Apr. 02, 2011 First Treasury Rate Lock Hedge Contracts [Member]	Apr. 02, 2011 Second Treasury Rate Lock Hedge Contracts [Member]	Apr. 04, 2011 Final Treasury Rate Lock Hedge Contracts [Member]	Jun. 30, 2008 Interest Rate Swaps [Member]	Jun. 30, 2008 Mature On April 4, 2013 [Member]	Jun. 30, 2008 First Interest Rate Swaps Contracts [Member]	Jun. 30, 2008 Second Interest Rate Swaps Contracts [Member]	Jun. 30, 2008 Third Interest Rate Swaps Contracts [Member]
Credit facility											$ 175				$ 150
Fixed interest rate												2.77%	2.72%	2.88%			4.415%	4.49%	4.435%
Conversion of variable rate term loan into fixed rate debt						150
Total fair value of interest rate swap contracts				5.2	9.0
Notional amount of interest rate swap contracts				97.5												150.0
Notional amount of forward exchange contracts							5.9	57.2		2.5
Total fair value of the forward contracts							1.0	1.5	2.6	0.1
Number of contracts											2				3
Debt instrument, maturity date																April 4, 2013
Final treasury rate lock hedge transaction			25
Notional value												150
Amortization of origination fees and expenses in years	7	7		5
Proceeds from settlement of treasury rate lock contracts		$ 2.3