DrIstvaan: We count years based on how "manyth" that year is. So, theoretically (because it was decided afterwards), people celebrated year 1 when the first year was over, year 2 when the second, etc. So, we celebrated 2000 when two thousand whole years had passed since the beginning of our calendar, which means the day after that (1 january 2000)
was the first day of the new millennium. Similarly, we're now celebrating that 2010 whole years have passed, and 1 january will be the the beginning of the new decennium.
At least that's how I see it and why I also say we're celebrating the change of a decennium as well.
That would be true if there were a year 0 in the Gregorian calendar. Except there isn't. Or, to put the answer in the form of a question: what was the first year of the very first millennium (or decade)?
Also, I ultimately didn't even notice that midnight had come and gone here; I was too busy playing Risen (very good game, BTW). Oh well, never really did any kind of new years celebrations to begin with.