Note 4 Derivative Financial Instruments (Details) (USD $)					3 Months Ended
	Dec. 29, 2012		Sep. 29, 2012		Dec. 29, 2012 Designated as Hedging Instrument [Member]	Dec. 31, 2011 Designated as Hedging Instrument [Member]	Dec. 29, 2012 Not Designated as Hedging Instrument [Member]	Dec. 31, 2011 Not Designated as Hedging Instrument [Member]	Dec. 29, 2012 Debt due 2014 [Member] Interest Rate Swap [Member]	Dec. 29, 2012 Debt Due 2019 [Member] Interest Rate Swap [Member]	Dec. 29, 2012 Fair Value, Inputs, Level 2 [Member] Debt due 2014 [Member] Interest Rate Swap [Member]	Dec. 29, 2012 Fair Value, Inputs, Level 2 [Member] Debt Due 2019 [Member] Interest Rate Swap [Member]
Derivative [Line Items]
Interest Rate Cash Flow Hedge Liability at Fair Value	$ 19,800,000	[1]	$ 23,126,000	[1]							$ 19,800,000
Notional Amount									257,000,000	500,000,000
Maturity Date									Jun. 15, 2014	May 15, 2019
Type of Interest Rate Paid										three-month LIBOR plus a spread
Fixed Interest Rate									5.60%	7.00%
Description of Variable Rate Basis									three-month LIBOR
Interest Rate Fair Value Hedge Liability at Fair Value												37,500,000
Maximum Time For Nondesignated Foreign Currency Hedges							0 years 2 months 0 days
Gain (Loss) on Foreign Currency Derivative Instruments Not Designated as Hedging Instruments							(2,700,000)	5,300,000
Maximum Length of Time Hedged in Foreign Currency Cash Flow Hedge					twelve months
Cash Flow Hedge Ineffectiveness is Immaterial						not material
Unrealized Gain / (Loss) on Foreign Currency Cash Flow Hedges Is Immaterial (AOCI)					not material
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 9 Months, Net									$ 3,900,000

[1] Liabilities, or credit balances, are presented as negative amounts.