Hey dropscience,
You may like to take note that VMWare ESX Server version 2.5.2 or later is supported with BlackBerry Enterprise Server software version 4.1 Service Pack 2 or later only.
(Source: KB04405 "Virtual Machine software is not supported for BlackBerry Enterprise Server installation")
For the cutover of the BESMgmt database local to BESA to a dedicated remote SQL server, you may like to refer to RIM's cutover article.
(Source: KB-04261 "How To - Perform a cutover to another BlackBerry Enterprise Server ")
When you have point BESB to the BESMgmt database on this remote SQL server during installation, it will upgrade the database schema to that of version 4.1. All installs of BlackBerry Manager used to administer these 2 servers MUST BE version 4.1.
(Source: KB-04505 "What Is - BlackBerry Manager does not function in mixed version domain")
One thing to remember is that if you have move users from BESA (4.0) to BESB (4.1), their SQL records will be stored in version 4.1 data structure. You must take care not to move a 4.1 user back to a 4.0 server as there are some known issues that email or PIM sync will stop after this kind of move.
Lastly, state databases are Lotus Notes database found under "\Domino\data\BES\state" folder. It is different from the SQL config database (BESMgmt). State database serves as a storage for the links that describes the state of data between BES and the user's mail database.
(Source: KB-01477 "What Is - BlackBerry state database")
Once BESB is completely setup with all the users moved, you may like to setup a one-way replication for the "BES" folder (BESB -> BESA) to keep these data up to date.