Unfortunately, I still cannot find my great-grandfather - Aaron Peretz TALALAY - in the records for 1904-05, although I have found other TALALAY relatives. I hope you have better luck among the 4 million names!
To check these, you will need Ancestry access via a subscription, unless your public library has a public subscription. Also note that, from time to time, Ancestry offers free 14-day access. Check their Web site.
Attendees of the 2007 IAJGS International Conference on Jewish Genealogy will have complete and unlimited database access at the Ancestry-sponsored resource center.
This free access is important because, as of April, the Family History Library and its many satellite Family History Centers will only provide very limited onsite access to these valuable Ancestry databases - previously access was unlimited.
Here's Ancestry.com's blurb about the new database:
"Ancestry.com, the world's largest online resource for family history, today announced the addition of the first and only online collection of more than 4 million names of individuals who crossed the U.S.-Canadian border between 1895 and 1956. These historical records are the latest addition to Ancestry.com's Immigration Records Collection, which also includes more than 100 million names from the largest online collection of U.S. passenger lists, spanning 1820 to 1960."