Just a reminder, a decade doesn't start at zero until 9... There was no year zero at Jesus' birth. The calendar went from year -1 to year 1. The last millenium started on year 1001 and ended in 2000, just like the previous one started on year 1 and ended on year 1000. The XXth century started on year 1901 and ended on year 2000, thus the name "Twentieth" while all years start by 19.
Contrary to popular belief, the first decade of the 3rd millenium started on 1st of January 2001 and will end on 31th of December of 2010. At least for people following a Gregorian calendar. Just saying.
But if a decade is any 10 years, why not make a list of the 1998-2007 decade? What would be the point to use a decade across 2 different milleniums?