Microsoft released update rollup 12 on 27th July 2010 for Microsoft Dynamics CRM 4.0 (KB 2028381).
You can download it at the following location,
http://www.microsoft.com/downloads/details.aspx?FamilyID=a80147f8-130e-492d-93d3-e16e6b2e2fa1&displaylang=en
The KB article contains the installation instructions and list of fixes.
http://support.microsoft.com/kb/2028381