If you have installed any applications into your copy of Mathematica 4.1 you will need to make them available to Mathematica 4.2, this is discussed in the section Installing Packages. Note that you should not copy the MSP application from Mathematica 4.1 to Mathematica 4.2.

If you installed the MathML update for webMathematica 1.0, you should be aware that this is built into webMathematica 2.0 and that Mathematica 4.2 does not need all the patches that were introduced in this update for Mathematica 4.1.