Assets and Liabilities Measured at Fair Value on a Recurring Basis (Detail) (Fair Value, Measurements, Recurring, USD $) In Thousands	Jun. 30, 2011		Sep. 30, 2010
Assets:
Money market funds	$ 231,198	[1]	$ 470,845	[1]
Time Deposits	98,607	[2]
US government agency securities	1,000	[1]	1,000	[1]
Marketable securities, $36,562 at June 30, 2011 and $33,337 at September 30, 2010 at cost	36,617	[2]	33,366	[2]
Foreign currency exchange contracts	785	[2]	1,496	[2]
Security price guarantees	395	[3]
Total assets at fair value	368,602		506,707
Liabilities:
Foreign currency exchange contracts	463	[2]
Security price guarantees			982	[3]
Interest rate swaps			503	[4]
Contingent earn-out	2,115	[5]	724	[5]
Total liabilities at fair value	2,578		2,209
Fair Value, Inputs, Level 1
Assets:
Money market funds	231,198	[1]	470,845	[1]
US government agency securities	1,000	[1]	1,000	[1]
Total assets at fair value	232,198		471,845
Fair Value, Inputs, Level 2
Assets:
Time Deposits	98,607	[2]
Marketable securities, $36,562 at June 30, 2011 and $33,337 at September 30, 2010 at cost	36,617	[2]	33,366	[2]
Foreign currency exchange contracts	785	[2]	1,496	[2]
Security price guarantees	395	[3]
Total assets at fair value	136,404		34,862
Liabilities:
Foreign currency exchange contracts	463	[2]
Security price guarantees			982	[3]
Interest rate swaps			503	[4]
Total liabilities at fair value	463		1,485
Fair Value, Inputs, Level 3
Liabilities:
Contingent earn-out	2,115	[5]	724	[5]
Total liabilities at fair value	$ 2,115		$ 724

[1] Money market funds and US government agency securities, included in cash and cash equivalents in the accompanying balance sheet, are valued at quoted market prices in active markets.

[2] The fair value of our time deposits, marketable securities and foreign currency exchange contracts is based on the most recent observable inputs for similar instruments in active markets or quoted prices for identical or similar instruments in markets that are not active or are directly or indirectly observable.

[3] The fair values of the security price guarantees are determined using a modified Black-Scholes model, derived from observable inputs such as US treasury interest rates, our common stock price, and the volatility of our common stock. The valuation model values both the put and call components of the guarantees simultaneously, with the net value of those components representing the fair value of each instrument.

[4] The fair values of the interest rate swaps are estimated using discounted cash flow analyses that factor in observable market inputs such as LIBOR - based yield curves, forward rates, and credit spreads.

[5] The fair value of our contingent consideration arrangement is determined based on the Company's evaluation as to the probability and amount of any earn-out that will be achieved based on expected future performance by the acquired entity, as well as our common stock price since the contingent consideration arrangement is payable in shares of our common stock.