DERIVATIVES FINANCIAL INSTRUMENTS Narrative (Details)	12 Months Ended
May 31, 2011
Cash Flow Hedges [Narrative] [Abstract]
Description of cash flow hedges	Upon repayment of the Floating Rate Notes in May 2010, we settled the interest rate swap agreements associated with the Floating Rate Notes and no other arrangements were outstanding as of May 31, 2011.
Fair Value Hedges [Narrative] [Abstract]
Description of fair value hedges	In September 2009, we entered into interest rate swap agreements that have the economic effect of modifying the fixed interest obligations associated with our 3.75% senior notes due July 2014 (2014 Notes) so that the interest payable on these notes effectively became variable based on LIBOR. The critical terms of the interest rate swap agreements and the 2014 Notes match, including the notional amounts and maturity dates. We do not use any interest rate swap agreements for trading purposes.
Foreign Currency Forward Contracts Not Designated as Hedges (Narrative) [Abstract]
Description of foreign currency forward contracts not designated as hedges	We transact business in various foreign currencies and have established a program that primarily utilizes foreign currency forward contracts to offset the risks associated with the effects of certain foreign currency exposures. Under this program, our strategy is to enter into foreign currency forward contracts so that increases or decreases in our foreign currency exposures are offset by gains or losses on the foreign currency forward contracts in order to mitigate the risks and volatility associated with our foreign currency transactions. We may suspend this program from time to time and did so during the fourth quarter of fiscal 2010 until resuming the program in the second quarter of fiscal 2011. We neither use these foreign currency forward contracts for trading purposes nor do we designate these forward contracts as hedging instruments pursuant to ASC 815. The net unrealized losses of our outstanding foreign currency forward contracts were nominal at May 31, 2011. As of May 31, 2010, we had a nominal amount of foreign currency forward contracts outstanding.
Net Investment Hedges [Narrative] [Abstract]
Description of net investment hedges	We entered into these net investment hedges for the majority of fiscal 2010. We suspended this program during our fourth quarter of fiscal 2010 and, as of May 31, 2011, we have no contracts of this nature outstanding.

Contains all pertinent information about an entity's cash flow hedging activities.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 44, 45

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Contains all pertinent information about an entity's fair value hedging activities.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
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General discussion of the entity's activities involving foreign currency derivatives not designated as hedging instruments.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 44

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Contains all pertinent information about an entity's hedges of the foreign currency exposure of net investments in foreign operations.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-Name Statement of Financial Accounting Standard (FAS)
-Number 133
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