Shem,
As you mentioned, to upgrade please follow the 4.0 to 4.1 instructions as the commands are the same.
With UNIX I usually copy the necessary files from my old install path to my new install path - This allows me to keep the old install around with all the files in case I need to revert or start up an older version for any reason.
For Windows (You said Linux, but I want to cover Windows for other readers) there is an important caveat.
Be sure to follow the instructions in the UNINSTALL section to verify that you are backing up all of the correct data for SC 4.1 (stopping the services before backing up).
There are a few additional directories to backup in 4.1 that do not exist in 4.0.
Once you have backed up the correct 4.1 data then proceed with the upgrade.
This isn't as big a deal in Linux - Windows uninstalls the old version before installing a new version, so it is really important to backup all the old data in Windows.
With Linux you just keep both versions of data.
Hope this helps!
John