That's basically right, Amanda. I started interviewing fans at the end of October 2002, just prior to the start of the European portion of the Forever Delayed tour. Major shoots with the band took place in April 2005, September/October 2005, October/November 2006, and April/May 2007. The shooting we did during the US tour was for extras and for filling out the ending, as we were unable to shoot during the recording of Journal For Plague Lovers.
There is an explanation of the process by which the band became involved in the film, and of why production of the film has taken so long, in the interview we did for the R*E*P*E*A*T Fanzine this past September. It can be found here:
R*E*P*E*A*T Fanzine.