It was released on the 2004 pre-release.
www.wikipedia.org says:
Various tracks from the pre-released album have been leaked onto the Internet and copies of the entire pre-release album exist in circulation amongst traders. One notable track removed from the final Have A Nice Day album is "Nothing". Many fans consider this song to be one of the best songs the band have ever written during the 2000s. It was supposedly cut from the album due to its similarity to "I Am", which remained on the album. American Idol 2005 runner-up Bo Bice later re-recorded the song, entitled "Nothing Without You", for his debut album, The Real Thing.
But, don't know if you can trust Wikipedia...