The 05-06 models use a single unit (PCM) which contains the TCM in it. Prior to 2005 they were using a TCM and a ECM, so one module for the engine and one for the transmission.
However, if you're just replacing the engine, you should be able to swap the short block from the 2006 into the 2003 and swap all the components from the 2003 onto the 2006 engine.
The only thing I'm aware of you might run into is the OPDA provision on the 06 engine, which may or may not be different than the provision on the earlier 2003 engine.
@mrblaine can likely clarify that, as he's done plenty of these swaps.