you have to buy the upgrade license from LMS 2.x, 3.x to LMS 4.1;
e.g the upgrade for the 1500 license is:
LMS41-1.5K-UP-K9 Upgrade LMS 2.x 3.x to 4.1 Base DVD for 1500 devices [>> DVD will be send to you]
R-LMS41-1.5K-UP-K9 Upgrade LMS 2.x 3.x to 4.1 Base download for 1500 devices [>> you have to download the software]