There are 12 or 13 fiscal periods with a beginning date and an end date. Which one do you want to be Sept 30, 2009?

If Sept 30, 2009 is the end of your fiscal year then when you created the data you should have answered

Month in which your current fiscal period began = 10 ( for October 1st 2008 )

Year in which your current fiscal year began = 2008