If you're just upgrading Unity, there's no worries abuot the messages - those are stored in Exchange mailboxes and that link isn't broken when upgrading from 4.0(x) to a later 4.0(x) - in fact the only time that's ever been an issue is when upgrading from 2.x to 3.x/4.x since we moved all of our directory data out of Exchange an into SQL so upgrades were "forklift" upgrades in that case. This is the only time that's ever been an issue - any other upgrades of Unity servers you should be golden here.
If you're moving boxes/networks or the like, then you can use DiRT (which uses ExMerge in the background) to snag messages and move them over to a new setup - but that doesn't sound like what you're doing here.
Of course getting a DiRT backup before starting _any_ upgrade is always a fine idea - if something goes horribly wrong you have the backup in place.
