I've heard of some problems updating directly from MR2 to MR4, this may however not be the case every time...

I'd take a snapshot to fail back on from the machine with MR2 and then upgrade to MR4. Everything originally configured on MR2 should remain the same if simply upgrading.

You could always upgrade to MR3 and then to MR4 as well... more time consuming etc.

Check out the readme.txt file on the install CD for some upgrade specifics.

Go here: http://www.symantec.com/business/support/documentation.jsp?pid=54619 and download the MR3 Installation Guide, it has steps for what needs to be done when upgrading to a new MR release. It should stay the same between the different MR releases. There's no specific MR4 documentation yet that I can see...

follow the steps here: http://service1.symantec.com/support/ent-security.nsf/854fa02b4f5013678825731a007d06af/2bec0308fcd83d2f882575220071b968?OpenDocument

and you should be fine