Well, it sounds like they have another one stashed in the garage somewhere, and perhaps they sold the wrong one!
Here's why:  The Performer was redesigned for the 2005 model year, with two major changes:  The older stainless steel table was changed to a plastic thermoset table, and the propane was changed from the 5 lb refillable to a 1 lb disposable bottle.
So, if you indeed have a 2006 model, it should have a plastic table, and use the 1 lb disposable propane bottles.  If they gave you a 5 lb refillable, they may have had an older Performer w/ SS table, and maybe they were trying to sell the older one?  
You might want to dig a little deeper!  
However, there is a refit kit to connect the current (plastic table/disposable bottle) P to a 20 lb propane tank.  Should be one of 
these, but I have the older SS Ps, so no firsthand experience.  I don't know if this hose will connect to a 5 lb tank.  
There are a few owners around here buying the SS Ps from CL, and in need of a replacement 5 lb tank.  However, you can't ship the tank with propane in it, or across state lines.  You will have to meet them to sell it. 
Owner's Manual.
Either way, welcome to the Performer Club!