Derivatives	9 Months Ended
Sep. 30, 2011
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Derivatives. Interest Rate Swap. On October 25, 2010, we entered into a $55 million pay-fixed, receive-variable interest rate swap with Wells Fargo at a fixed interest rate of 2.73%. The variable portion of the interest rate swap is tied to the one-month LIBOR rate (the benchmark interest rate). The interest rates under both the interest rate swap and the underlying debt are reset, the swap is settled with the counterparty, and interest is paid, on a monthly basis. The interest rate swap was scheduled to expire on September 10, 2015. This interest rate swap had qualified as a cash flow hedge. During the three and nine-month periods ended September 30, 2011, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness was approximately $5,000 and $73,000, respectively, which is included in interest expense in the accompanying consolidated statements of operations. On July 7, 2011, we terminated our interest rate swap agreement, which resulted in a cash receipt of and gain of approximately $28,000 upon final settlement. Foreign Currency Forward Contracts. On August 31, 2011, we forecasted a net exposure for September 30, 2011 (representing the difference between Euro and Great Britain Pound (“GBP”)-denominated receivables and Euro-denominated payables) of approximately 558,000 Euros and 345,000 GBPs. In order to partially offset such risks, on August 31, 2011, we entered into a 30-day forward contract for the Euro and GBP with notional amounts of approximately 558,000 Euros and 345,000 GBPs. We enter into similar transactions at various times during the year to partially offset exchange rate risks we bear throughout the year. These contracts are marked to market at each month-end. During the three and nine-month periods ended September 30, 2011 and 2010, the effect on our consolidated statement of operations of all forward contracts and the fair value of our open positions was not material.

Derivatives

9 Months Ended

Sep. 30, 2011

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivatives.

Interest Rate Swap. On October 25, 2010, we entered into a $55 million pay-fixed, receive-variable interest rate swap with Wells Fargo at a fixed interest rate of 2.73%. The variable portion of the interest rate swap is tied to the one-month LIBOR rate (the benchmark interest rate). The interest rates under both the interest rate swap and the underlying debt are reset, the swap is settled with the counterparty, and interest is paid, on a monthly basis. The interest rate swap was scheduled to expire on September 10, 2015. This interest rate swap had qualified as a cash flow hedge. During the three and nine-month periods ended September 30, 2011, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness was approximately $5,000 and $73,000, respectively, which is included in interest expense in the accompanying consolidated statements of operations. On July 7, 2011, we terminated our interest rate swap agreement, which resulted in a cash receipt of and gain of approximately $28,000 upon final settlement.

Foreign Currency Forward Contracts. On August 31, 2011, we forecasted a net exposure for September 30, 2011 (representing the difference between Euro and Great Britain Pound (“GBP”)-denominated receivables and Euro-denominated payables) of approximately 558,000 Euros and 345,000 GBPs. In order to partially offset such risks, on August 31, 2011, we entered into a 30-day forward contract for the Euro and GBP with notional amounts of approximately 558,000 Euros and 345,000 GBPs. We enter into similar transactions at various times during the year to partially offset exchange rate risks we bear throughout the year. These contracts are marked to market at each month-end. During the three and nine-month periods ended September 30, 2011 and 2010, the effect on our consolidated statement of operations of all forward contracts and the fair value of our open positions was not material.