I earned my BS in accounting, but now I'm a developer. Your story sounds a lot like mine. A few thoughts:
* Logistically, changing careers out of accounting/finance is relatively simple. Just explain it like you already did.
* A MBA is a ticket into the corporate machine, not a ticket out.
* You should start programming again. There is significant demand for accountants with developer skills. Your boss is also right.
After leaving my accounting/finance job, I took a year "off" to build a web app, then worked at a non-profit, now working at a great midsize interactive agency.