you can safely copy databases from mysql 4.0 to 4.1. I did it. Just copy all database files including "mysql" database. Be sure that you want upgrade mysql. Your users can expect many problems after upgrading so I advice keeping old databases intact (it will be modified after copying to 4.1 and running server - especialy "mysql" internal database). You wont be able to downgrade from 4.1 to 4.0 if you will not keep not modified "mysql" internal database (at least its not easy).