I'm starting to wonder if Deluxe (which I was initially mixing up with Premier) just doesn't support the "Corp Acq" transaction ... which it's kinda looking like.
In that case, you might be limited to a "Removed - Shares Removed" (aka, a ShrsOut) transaction(s) for your entire holding, followed by a "Add - Shares Added" (aka, a ShrsIn) for the new holding to establish the new position. I don't know if you'll have to do this lot by lot for the input side if this is in a taxable account or if you can do it all at once. (If it's in a non-taxable account -- say an IRA -- it really doesn't matter). You can establish the "total cost" of the position (or, of the individual lot) on the ShrsIn transaction.
IF the fund is in a taxable account AND if you've got a significant number of lots, the pain factor of all of this might make upgrading to
2005 Premier worth the cost of about $20. You should be able to upgrade from the 2005 Deluxe disk that you've already got.
Be SURE to backup before doing any of this so you've got an easy way to reverse things should you change you mind about the particular approach.
db