Note 5 Derivative Financial Instruments (Details) (USD $)	12 Months Ended
Oct. 01, 2011	Oct. 02, 2010
Derivative [Line Items]
Long-term debt	$ 1,182,308,000	$ 1,240,666,000
Fair Value, Inputs, Level 2 [Member] \| Debt due 2014 [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Interest Rate Fair Value Hedge Liability at Fair Value	33,211,000
Fair Value, Inputs, Level 2 [Member] \| Debt Due 2019 [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Interest Rate Fair Value Hedge Liability at Fair Value	24,898,000
Debt due 2014 [Member]
Derivative [Line Items]
Long-term debt	257,410,000
Debt due 2014 [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Notional Amount of Interest Rate Derivatives	257,000,000
Derivative, Maturity Date	Jun. 15, 2014
Derivative, Type of Interest Rate Paid on Swap	three-month LIBOR
Effective Interest Rate	8.344%
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss)	31,800,000
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	12,300,000
Debt Due 2019 [Member]
Derivative [Line Items]
Long-term debt	500,000,000
Debt Due 2019 [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Notional Amount of Interest Rate Derivatives	500,000,000
Derivative, Maturity Date	May 15, 2019
Derivative, Type of Interest Rate Paid on Swap	three-month LIBOR plus a spread
Receives Fixed Interest Rate	7.00%
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Maximum Time For Nondesignated Foreign Currency Hedges	two months
Gain (Loss) on Foreign Currency Derivative Instruments Not Designated as Hedging Instruments	$ 1,600,000	$ 24,100,000
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Maximum Length of Time Hedged in Foreign Currency Cash Flow Hedge	twelve months
Cash Flow Hedge Ineffectiveness is Immaterial	not material
Foreign Currency Cash Flow Hedge Effectiveness is Immaterial (AOCI)	not material

When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

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-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows associated with monetary assets and liabilities, but for which the entity has not designated the hedges as hedges for accounting purposes.

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Amount of net unrealized gain (loss) related to the change in fair value of foreign currency exchange rate derivatives designated as cash flow hedging instruments. Recorded in accumulated other comprehensive income to the extent that the cash flow hedge is determined to be effective

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A disclosure of an assertion that the amount of cash flow hedge ineffectiveness is immaterial.

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Fixed interest rate related to the interest rate derivative.

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The date the derivative matures.

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Amount of gain (loss) recognized in earnings in the period from the increase (decrease) in fair value of foreign currency derivatives not designated as hedging instruments.

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-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 44

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Fair value as of the balance sheet date of all derivative liabilities designated as interest rate fair value hedging instruments.

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Sum of the carrying values as of the balance sheet date of all long-term debt, which is debt initially having maturities due after one year from the balance sheet date or beyond the operating cycle, if longer, but excluding the portions thereof scheduled to be repaid within one year (current maturities) or the normal operating cycle, if longer, and after deducting unamortized discount or premiums, if any.

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-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 22

-Article 5

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments.

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Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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