That Epcot parade, Tapestry Of Nations (later renamed Tapestry of Dreams), was created for the millennium celebration. Originally it was thought that Disney was going to keep it "permanent" for a long time but it was discontinued in March 2003. There is currently no parade at Epcot.
We loved it, too! We bought the cd with the music on it - and listen to it a lot...especially when we are getting ready for an upcoming trip. I hope that WDW will replace it. Isn't there a celebration of some sort coming for Epcot soon...thought I heard something about that somewhere. I just got the email from WDW about our most recent experience and all the questions were specific to Epcot. I added the parade issue in the comments sections. Not sure if they really read them or not.
We are planning a trip in 2006. This is EPCOT's 25th anniversary, so I am keeping my fingers crossed that they develope a parade for it. EPCOT is our favorite park, and I really think it needs another parade.