Financial Instruments (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended															3 Months Ended								3 Months Ended																		3 Months Ended				12 Months Ended					3 Months Ended				12 Months Ended			3 Months Ended		12 Months Ended		3 Months Ended				12 Months Ended				12 Months Ended					12 Months Ended					3 Months Ended		12 Months Ended
	Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011	Dec. 31, 2010 Jan 2010 400 Million Swap Member		Dec. 31, 2002 2002 500 Million Swap Member		Dec. 31, 2011 Jan 2010 500 Million Swap Member		Mar. 31, 2012 Aug 2011 Treasury Lock Member		Mar. 31, 2012 Dec 2008 Treasury Lock Member		Mar. 31, 2012 Feb 2008 Treasury Lock Member		Mar. 31, 2012 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract		Mar. 31, 2011 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract		Mar. 31, 2012 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract Balance Sheet Items Member		Dec. 31, 2011 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract Balance Sheet Items Member		Mar. 31, 2012 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract Anticipated Net Income Member		Mar. 31, 2011 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract Anticipated Net Income Member		Mar. 31, 2012 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract Debt-Related Member		Mar. 31, 2011 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract Debt-Related Member		Mar. 31, 2012 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract Other Balance Sheet Items Member		Mar. 31, 2011 Derivatives Not Designated as Hedging Instruments Foreign Exchange Contract Other Balance Sheet Items Member		Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap		Mar. 31, 2011 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap		Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap		Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap Jan 2010 400 Million Swap Member		Mar. 31, 2011 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap Jan 2010 400 Million Swap Member		Dec. 31, 2010 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap Jan 2010 400 Million Swap Member	Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap Jan 2010 400 Million Swap Member		Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap Sep 2009 400 Million Swap Member	Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap Sep 2009 400 Million Swap Member	Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap 2002 500 Million Swap Member		Mar. 31, 2011 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap 2002 500 Million Swap Member		Dec. 31, 2002 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap 2002 500 Million Swap Member	Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap 2002 500 Million Swap Member		Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap Jan 2010 500 Million Swap Member		Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Fair Value Interest Rate Swap Jan 2010 500 Million Swap Member		Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Cash Flow Foreign Exchange Contract Forecasted Purchases Member		Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Cash Flow Foreign Exchange Contract Forecasted Purchases Member		Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Aug 2011 Treasury Lock Member		Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Aug 2011 Treasury Lock Member		Dec. 31, 2009 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Dec 2008 Treasury Lock Member	Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Dec 2008 Treasury Lock Member		Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Dec 2008 Treasury Lock Member		Dec. 31, 2008 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Feb 2008 Treasury Lock Member	Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Feb 2008 Treasury Lock Member		Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Feb 2008 Treasury Lock Member		Mar. 31, 2012 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Total Treasury Lock Member		Dec. 31, 2011 Derivatives Designated as Hedging Instruments-Cash Flow Treasury Rate Lock Total Treasury Lock Member		Mar. 31, 2012 Designated as Hedging Instrument [Member]	Dec. 31, 2011 Designated as Hedging Instrument [Member]
Derivative Instrument Details [Abstract]
Notional Amount Of Other Derivatives Not Designated As Hedging Instruments																				$ 1,873		$ 1,541
Derivative Assets	32		37																	1	[1]	2	[1]													31	[2]			35	[2]								31	35																																		31	35
Derivative Liability	1		4																	1	[1]	2	[1]																																									2	[1]																				2
Notional Amount Of Cash Flow Hedge Instruments												500	[3]																																																	35		59
Notional Amount of Interest Rate Swaps																																				400				400
Notional Amount Of Derivatives	2,308		2,000
Amount of Pre Tax Gain (Loss) Recognized in Earnings																31	[4]	(7)	[4]					(4)	[4]	(4)	[4]	37	[4]	(6)	[4]	(2)	[4]	3	[4]
Amount of Pre Tax Gain (Loss) Recognized in AOCI																																																														2	[5]
Net gains (losses) to be recognized over next 12 months																																																														1	[6]
Debt Instrument Face Value				400	[7]	500	[7]	500	[7]	500	[3]	600	[3]	500	[3]																																		400
Debt Instrument Interest Rate				1.75%		6.375%		2.125%		3.00%		4.50%		4.625%																																			3.25%
Deferred Gain (Loss) on Discontinuation of Interest Rate Hedge																																				14	[8]			19	[8]	3	[8]				5	[8]								1	[8]	11	[8]	13	[8]
Deferred Gain Loss On Discontinuation Of Interest Rate Fair Value Hedge Recognized To Earnings																																				5	[8]	2	[8]			2	[8]	1	[8]						1	[8]	1	[8]				2	[8]
Deferred Gain (Loss) on Hedge, Gross																																																																		(11)	[9]	(11)	[9]		12	[9]	12	[9]		(3)	[9]	(3)	[9]	(2)	[9]	(2)	[9]
Total Notional Amount of Cash Flow and Fair Value Hedges Derivatives																																																																																				435	459
Derivative Instruments, Gain (Loss) Recognized in AOCI Net of Tax	1	1																																																												1																		(1)	[9]	(1)	[9]
Derivative Instrument, Pre-tax Net Change in AOCI																																																														2
Derivative Instruments, Tax Impact of Net Change in AOCI																																																														(1)
Derivative Instruments, Balance in AOCI Tax Impact	1																																																													(1)																		1	[9]	1	[9]
Original Deferred Gain on Settlement of Derivative Instruments - Gross																																				78										13									47					18						(11)				16					(7)
Net Change in AOCI																																																														$ 1

[1] (a) Assets are recorded in prepaid and other current assets, and liabilities are recorded in other current liabilities.

[2] (b) Assets are recorded in long term assets.

[3] (b) The notional amount of the treasury rate lock contracts are equal to the underlying debt instrument with the exception of the treasury rate lock contract entered into to hedge the $600 million 4.50% fixed-rate notes that mature in 2019. The notional amount of this contract was $500 million.

[4] a) The gains (losses) on balance sheet items are offset by gains (losses) recorded on the underlying hedged assets and liabilities. The gains (losses) for the derivatives and the underlying hedged assets and liabilities related to debt items are recorded in the consolidated statements of income as interest expense-net. Other balance sheet items and anticipated net income gains (losses) are recorded in the consolidated statements of income as other income (expenses)-net.

[5] (b) The gains (losses) on forecasted purchase and treasury rate locks are recorded as a component of AOCI within derivative instruments in the consolidated statements of equity. There was no ineffectiveness for these instruments during 2012 or 2011.

[6] (c) The gains (losses) on forecasted purchases are reclassified to the depreciation and amortization expense on a straight-line basis consistent with the useful life of the underlying asset. The gains (losses) for interest rate contracts are reclassified to earnings as interest expense –net on a straight-line basis over the remaining maturity of the underlying debt. Net gains (losses) of $1 million are expected to be reclassified to earning during the next twelve months.

[7] (b) The notional amounts of the interest rate contracts are equal to the underlying debt instruments.

[8] (a) The unrecognized gain for terminated interest rate swaps is shown as an increase to long-term debt and will be recognized on a straight line basis to interest expense - net over the term of the underlying debt agreements. Upon settlement of the underlying interest rate contract, the cash received is reflected within the Noncontrolling interest transactions and other in the financing section of the consolidated statement of cash flows.

[9] (a) The unrecognized gains / (losses) for the treasury rate locks are shown in accumulated other comprehensive income ("AOCI") and will be recognized on a straight line basis to interest expense – net over the term of the underlying debt agreements. Upon settlement of the treasury rate lock contracts, the cash received or paid is reflected within the noncontrolling interest transactions and other in the financing section of the consolidated statement of cash flows. Refer to the table below summarizing the impact of the company's consolidated statements of income and AOCI for current period gain (loss) recognition.