Download Dynamics CRM 4.0 Rollup 3 here: http://www.microsoft.com/downloads/details.aspx?displaylang=en&FamilyID=05453fa4-9551-4a88-9852-634a9ad0e140
this rollup was released last week for CRM 4.0. And I would personally highly recommend it. Countless issues have been addressed up until this point. I've found that numerous behavior which I had even believed was by design has been corrected, simplifying plug-in development and customisations.