The current decade doesn't end until December 31st 2010. The Gregorian calendar counts starting from 1 -- there was no year 0, nor is there 0th month or a 0th day in the month.
A decade is a period of 10 years. The period of ten years whose numbers begin with 200X is ending, and since that's how we refer to decades (as in 'the 90s'), we say the decade is ending.