Yes, download the 4.1 OS package that you want to install. Keep track of where you are downloading it to. Usually I just download it to the desktop. Then when the download completes double click on the file that you just downloaded. That will install the package to your PC. Once that is done, go into your c:\ drive and delete the "vendor.xml" file from the location I specified above (don't delete any other files other than the vendor.xml.) If you do not delete the vendor.xml file your Desktop Manager will not recognize that an update is available.
When you've completed that plug in the BB, and run Desktop Manager.