If you remember, though, there was a mention of The Ultimates in the first arc as well and they weren't meant to be formed until after Fury took over after Ross' death.
I think that the first arc was being written as taking place in the past, but then Marvel decided they wanted to make it happen in present day with the rest of the titles. It's the only explanation that fits, really. Quesada (I think) had said that Ross' appearance in the first arc was a mistake, but neother Bendis (who wrote it) or Millar (who plotted it) are stupid enough to miss that. Clearly, they fully intended the story to take place back when Ross was alive (which would explain other mentions of them in Spidey and Ultimates), but things changed and Bendis had to insert that mention of The Ultimates in #5 (or 4, whatever) to set the scene as present day.
Now, Ellis explains (sort of) that Ross survived the attempt on his life by Weapon X, which helps continuity, if only a little, rather than hurting it.