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Financial Instruments (Details) (USD $)
 3 Months Ended 3 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2007
Mar. 31, 2011
Interest Rate Cap [Member]
Dec. 31, 2010
Interest Rate Cap [Member]
Dec. 31, 2010
Interest Rate Swaps [Member]
Dec. 31, 2007
Interest Rate Swaps [Member]
Mar. 31, 2011
Forward Starting Interest Rate Cap From December 2011 To December 2012 [Member]
Mar. 31, 2011
Forward Starting Interest Rate Cap From December 2012 To December 2013 [Member]
Mar. 31, 2011
Forward Starting Interest Rate Cap [Member]
Mar. 31, 2011
Forward Starting Interest Rate Swaps [Member]
Mar. 31, 2011
1.91% Forward Starting Interest Rate Swaps [Member]
Mar. 31, 2011
2.50% Forward Starting Interest Rate Swaps [Member]
Mar. 31, 2011
1.96% Forward Starting Interest Rate Swaps [Member]
Mar. 31, 2011
1.32% Forward Starting Interest Rate Swaps [Member]
Dec. 31, 2010
2.38% Forward Starting Interest Rate Swaps [Member]
Dec. 31, 2007
4.76% Forward Starting Interest Rate Swaps [Member]
Dec. 31, 2007
4.87% Forward Starting Interest Rate Swaps [Member]
Dec. 31, 2011
Other Current Liabilities [Member]
Dec. 31, 2010
Other Current Liabilities [Member]
Dec. 31, 2011
Other Noncurrent Liabilities [Member]
Dec. 31, 2010
Other Noncurrent Liabilities [Member]
Derivative [Line Items]                                            
Number of interest rate swaps     2   3 4                                
Total notional amount of interest rate cash flow hedges       $ 275,000,000 $ 1,000,000,000   $ 150,000,000 $ 450,000,000 $ 400,000,000   $ 425,000,000 $ 225,000,000 $ 100,000,000 $ 25,000,000 $ 75,000,000 $ 600,000,000 $ 75,000,000          
Interest rate percentage above which counterparty agrees to pay the difference       2.25% 2.25%         7.00%                        
Premium paid on interest rate cap       30,000 240,000         740,000                        
Maturity date of interest rate cash flow hedges       Dec. 01, 2011 Dec. 01, 2011             May 01, 2015 Dec. 01, 2014 Dec. 01, 2013 Dec. 01, 2012 May 01, 2015 Oct. 01, 2012 Oct. 01, 2011        
Number of additional forward starting interest rate swaps                     6                      
Fixed rate payable on interest rate swap                       1.91% 2.50% 1.96% 1.32% 2.38% 4.76% 4.87%        
Reduction in the notional amount of interest rate swap                                 50,000,000          
Fair value of our interest rate swaps, liability $ 48,000,000 $ 10,000,000                                 $ 4,000,000 $ 2,000,000 $ 44,000,000 $ 8,000,000