You may actually have more than 2 lists. When you rank an advanced program, a secondary list will come up where you will rank your prelim years. For example, your rank list could look like this:
1. Wash U categorical
2. Wash U Advanced which now brings up a list for prelim years
a.. Wash U medicine prelim
b. Stanford medicine prelim
3. Stanford categorical
4. Stanford advanced which now brings up a list for prelim years
a. Stanford medicine prelim
b. Wash U medicine prelim
This is not to say that the above programs have categorical or advanced positions, it merely serves as an example how the rank order list is put in.
The multiple rank lists for prelim years is important because people may want to do their prelim year in the same city as their anesthesia program (as in the above example), or on the other hand, they may want to go somewhere else. I wanted to do both at the same place because the most time you'll have to move is between med school and internship. You'll have a lot less time to move between internship and anesthesia. You'll also be busier during your intern year, making it more difficult to get ready to move. If you jettison all your stuff it's not quite such a big deal, but if you're married with a home, it's a much bigger deal.
Categorical positions will include all 4 years. Advanced positions are only for the 3 anesthesia years, and you will also need to apply for and match for an internship. You can apply for whatever you wish, but if you apply for an advanced position, you also need to apply for a prelim year. In my opinion, if a program offers both categorical and advanced positions, you should strongly consider applying for both.
Applying only for an internship would be a serious mistake. Most of the 2009 CA1 spots are going to be given through the match which means you'll either have to find a spot outside the match (doable, though possibly difficult) or go through the match again and have to take a year off to start your CA1 year in 2010.