Well, now that I have an example of how to link, here's some guy you've never heard of with an off-the-wall extremely likely explanation of how the last few eps could be in 3003. http://www.peelified.com/cgi-bin/Futurama/3-000633-16
Edit: Aaaaand it's busted. Here's a slightly edited quote:
Originally posted by John C:
Perhaps the Earth Olympics occur a year before the actual Olympics, and the winning teams compete for Earth in the intergalactic Olympics. They call it 004 because they're actually preparing for next year.
[Leela]That's so plausible I can't believe it![/Leela]