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Stock-Based Compensation (Schedule Of Weighted Average Assumptions Used In The Black-Scholes Valuation Model For Stock Options) (Details)	3 Months Ended		9 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2012	Dec. 31, 2011
Stock-Based Compensation [Abstract]
Expected volatility	72.40%	79.70%	72.00%	69.70%
Risk-free interest rate	1.00%	1.10%	0.90%	1.80%
Expected life (years)	5 years 10 months 24 days	5 years 10 months 24 days	5 years 10 months 24 days	5 years 10 months 24 days

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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