The Decade and Milleniums match up, so 2000 was the first year of the millennium (BBC: note the date the article was written: http://news.bbc.co.uk/1/hi/world/586197.stm). The new millenium was celebrated across the world on midnight of December 31st 1999/January 1st 2000. In reality there probably should have been a year 0 (0 is as much a number as any other number), meaning the current year should be 2009.  
 In the same way an hour does not start one second after a minute, a millennium does not start one year after a decade.  

 At midnight 31st December 1999, every degree of time changed, so there was new second, minute, hour, day, week, month, year, decade. Why should millennium be any different. seconds, minutes, hours, days, months, years and decades do not have a 0 value, eg seconds/mins/hrs is 1-59, days is 1-365, months is 1-21 and years start at 1, so everything that started at 1 changed to a new degree of time, therefore is makes sense that both decades and milleniums (which also both start at 1 not 0) would also start anew. 

 It is only logical to have the discrepancy 2000-ish years ago(that fact there is no year 0) , rather than in the present which affects the people who are alive.