Derivatives And Fair Value Measurements (Narrative) (Details) (USD $)																		12 Months Ended
	Jun. 28, 2008	Sep. 29, 2012 Treasury Rate Lock Hedge Contracts [Member] Y	Apr. 08, 2011 Treasury Rate Lock Hedge Contracts [Member]	Sep. 29, 2012 Interest Rate Swaps [Member]	Oct. 01, 2011 Interest Rate Swaps [Member]	Jun. 28, 2008 Interest Rate Swaps [Member]	Sep. 29, 2012 First Interest Rate Swaps Contracts [Member]	Sep. 29, 2012 Second Interest Rate Swaps Contracts [Member]	Sep. 29, 2012 Third Interest Rate Swaps Contracts [Member]	Sep. 29, 2012 Malaysian Operations [Member] Forward Contracts [Member]	Oct. 01, 2011 Malaysian Operations [Member] Forward Contracts [Member]	Oct. 01, 2011 Malaysia Operations 2 [Member] Forward Contracts [Member]	Oct. 01, 2011 Mexican Operations [Member] Forward Contracts [Member]	Sep. 29, 2012 Term Loans Prior Credit Facility [Member]	May 15, 2012 Term Loans Prior Credit Facility [Member]	Oct. 01, 2011 Term Loans Prior Credit Facility [Member]	Apr. 04, 2008 Term Loans Prior Credit Facility [Member]	Oct. 01, 2011 Senior Notes [Member]
Notional amount of forward exchange contracts										$ 54,100,000
Total fair value of the forward contracts										(1,100,000)	1,500,000	100,000	1,000,000
Number of contracts	3
Credit facility outstanding at end of period														0	90,000,000	97,500,000	150,000,000
Notional amount of interest rate swap contracts				82,500,000		150,000,000
Fixed interest rate							4.415%	4.49%	4.435%
Interest Rate Cash Flow Hedge Liability at Fair Value				1,715,000	5,239,000
Forecasted Fixed-Rate Debt Issuance																		175,000,000
Proceeds From Treasury Rate Lock Settlement			$ 2,300,000
Amortization Period Of Treasury Rate Lock Settlement		7