Hi Iain Green, this upgrade shouldn't be difficult, I just made it two weeks ago.
The only things you need to plan are:
- Backup database, files and folders as for http://kc.mcafee.com/corporate/index?page=content&id=KB51438
- Upgrade ePO 4.0 to patch 7
- Upgrade SQL Express 2005 (local or remote) to at least SP3
- Check for al unsupported software that won't be available after upgrading to ePO 4.6.6
- Upgrade ePO 4.0P7 to ePO 4.6.6
If it fails you can always revert to default situation with the backups but it worked for me
Thanks most helpful and turns out the 4.60 guide was updated to include upgrade steps!