For help with Fusion, there's a relatively thorough in-app help, along with some useful online videos (though it'd be nice to see more than the handful that exist now) at the VMware Learning Center.
One of Fusion 4's nicer improvements is in its snapshots feature, which creates periodic (or on-demand) "copies" of a virtual machine. (A snapshot represents the state of the machine at a certain point in time, including running applications and open windows.) Once saved, you can activate a snapshot and use it at any time you wish. In Fusion 4, saved snapshots are presented in a Time Machine-inspired interface, which makes it easy to move back through a large number of snapshots.
In addition, the Snapshots window clearly shows branches, which are snapshots saved off of other snapshots. Fusion has always offered this ability, but in Fusion 4, it's much easier to see and work with the branches.
This feature is incredibly useful; using it, you can create unique virtual machines within the same virtual operating system. You could, for instance, create an OS X virtual machine running OS X 10.7, save a snapshot, then install the OS X 10.7.1 update, and save that snapshot. You can then save additional snapshots off either the 10.7 or 10.7.1 "branches," keeping two distinct installations going. (Of course, any time you activate a saved snapshot, you won't have access to any work you've done within the other saved snapshot.)
Macworld's buying advice
Fusion 4 is a nice upgrade from Fusion 3; it's fast and stable, the interface is very Mac-like, and its drag-and-drop installation is about as easy as it gets. The redesigned virtual machine settings and library windows are great improvements over their predecessors. It'd be nice if Linux virtual machines supported OpenGL acceleration, and overall, video acceleration isn't as speedy as it could be.
Given the reduced ($40) cost, current Fusion 3 users should upgrade to Fusion 4 to take advantage of its new features and capabilities. If you're new to the virtualization market, or contemplating switching from another program, Fusion 4 works great for typical Windows office usage, and is a great solution if you're wanting to experiment with other operating systems. About the only area it really falls short in is virtualized gaming and other tasks requiring the fastest accelerated 3D graphics.