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Long-Term Debt (Cash Flow Hedges) (Narrative2) (Details) (USD $)	3 Months Ended							3 Months Ended		12 Months Ended		3 Months Ended			3 Months Ended
	Mar. 31, 2011	Dec. 31, 2010	Jun. 30, 2011	Jun. 30, 2011 Other Current Liabilities [Member]	Dec. 31, 2010 Other Current Liabilities [Member]	Jun. 30, 2011 Other Noncurrent Liabilities [Member]	Dec. 31, 2010 Other Noncurrent Liabilities [Member]	Mar. 31, 2011 Forward Starting Interest Rate Cap Interest Terms [Member]	Mar. 31, 2011 Interest Rate Cap [Member]	Dec. 31, 2010 Interest Rate Cap [Member]	Dec. 31, 2007 Interest Rate Swaps [Member]	Mar. 31, 2011 Forward Starting Interest Rate Cap [Member]	Mar. 31, 2011 Forward Starting Interest Rate Cap from December 15, 2011 to December 15, 2012 [Member]	Mar. 31, 2011 Forward Starting Interest Rate Cap from December 15, 2012 to December 15, 2014 [Member]	Mar. 31, 2011 Forward Starting Interest Rate Swaps [Member]	Mar. 31, 2011 1.91% Forward Starting Interest Rate Swaps [Member]	Mar. 31, 2011 2.50% Forward Starting Interest Rate Swaps [Member]	Mar. 31, 2011 1.96% Forward Starting Interest Rate Swaps [Member]	Mar. 31, 2011 1.32% Forward Starting Interest Rate Swaps [Member]	Dec. 31, 2010 2.38% Forward Starting Interest Rate Swaps [Member]	Dec. 31, 2007 4.7625% Forward Starting Interest Rate Swaps [Member]	Dec. 31, 2007 4.865% Forward Starting Interest Rate Swaps [Member]	Oct. 18, 2010 4.865% Forward Starting Interest Rate Swaps [Member]
Total notional amount of interest rate cash flow hedges		$ 1,000,000,000							$ 275,000,000		$ 150,000,000		$ 450,000,000	$ 400,000,000	$ 425,000,000	$ 225,000,000	$ 100,000,000	$ 25,000,000	$ 75,000,000	$ 600,000,000	$ 75,000,000	$ 75,000,000	$ 50,000,000
Description of interest rate cash flow hedges								counterparty agreeing to pay the difference between 7.00% and three-month LIBOR if the three-month LIBOR rate rises above 7.00% during the term of the cap. If the three-month LIBOR does not reach 7.00% during the term of the cap, no payment is made to us	counterparty agreeing to pay the difference between 2.25% and three-month LIBOR if the three-month LIBOR rate rises above 2.25% during the term of the cap, which expires on December 15, 2011. If the three-month LIBOR does not reach 2.25% during the term of the cap, no payment is made to us	counterparties agreeing to pay the difference between 2.25% and three-month LIBOR if the three-month LIBOR rate rises above 2.25% during the term of the caps. If the three-month LIBOR does not reach 2.25% during the term of the caps, no payment is made to us
Interest rate percentage above which counterparty agrees to pay the difference		2.25%
Premium paid on interest rate cap	30,000	240,000										740,000
Maturity date of interest rate cash flow hedges									Dec. 15, 2011							May 15, 2015	Dec. 15, 2014	Dec. 15, 2013	Dec. 15, 2012	May 15, 2015	Oct. 05, 2012	Oct. 17, 2011
Number of additional forward starting interest rate swaps															6
Fixed rate payable on interest rate swap																1.91%	2.50%	1.96%	1.32%	2.38%	4.7625%	4.865%
Fair value of our interest rate swaps, liability		$ 10,000,000	$ 28,000,000	$ 1,000,000	$ 2,000,000	$ 27,000,000	$ 8,000,000

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General discussion of the entity's interest rate cash flow hedge activities.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1
-URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5579240-113959

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-Publisher FASB
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-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 44
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-Number 133
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