Correct solutions came from BU student Natalie Betscher and exceptional alum Sean Koors.  Correct solutions were also sent in by Philippe Fondanaiche, France; Farid Lian, Colombia; K. Sengupta, India; Lou Cairoli, USA; George Hokkanen, USA; Steve Prowse, USA; Juan Carlos Carrara, Argentina; J. Rast, USA; Juan Carlos Marivela, Spain; Cee Ann Franklin, USA; Al Zimmermann, USA; Brett Hendricks, USA; Ahron Teitelman, Israel; Nathan Farber, USA; Jerome Cherry, USA; Ron Welch, USA. 

The famous 1514 engraving by Albrecht Dürer, on the left, titled Melencolia I,  contains the heart of the solution.  In the upper right hand corner you can find the following magic square:

The magic sum found along each row, column, and diagonal is 34.  This square has the extra property that the sum of each quadrant and middle four squares is also 34:

     

making it a gnomon magic square.  Even more, the date of the engraving (1514) is given in the middle of the bottom row!  The question is how to pump this up to make the magic sum 2006.  Since (2006 – 34)/4 = 493 is an integer, we can add 493 to each entry to get a desired magic square with magic sum 2006.  There are many other solutions.  

You can read an interesting article providing an interpretation of this drawing.