I have both on my computer.
Look in C:\ProgramFiles\Auran\TRS2004\Bin and you'll see a TrainzHelper icon.
Click on it and you'll see an option to switch between 2004 and 2006. You can 'Right Click' on it and create a shortcut for your desktop.
There's also CDPSet from here. http://www.tafweb-trainz.co.uk/cdpset.html