I was told by support that the 2005 premier version contains all the industry specific versions on the same CD. Is the 2004 version setup the same way, he sort of insinuated that in 2004 you had to order different CD's

That's correct. The Accountant's Version of the Premier program for 2005 has the other versions included on the CD. I don't think the regular Premier version does though. I could be wrong. Somebody with the regular Premier needs to jump in here and tell us.