If you're upgrading the OS just leave Project in place - it should run
ok after the OS upgrade, though I have to admit I can't say for sure
since I haven't seen 4.1 in a long, long time and never running under
2000 or Xp (or Win98 for that matter). But if it's running ok under
98SE it should run under 2000.
That being said, if you're making a major system change and are actually
using Project rather than just toying with it from time to time, you
might want to think about upgrading to a more recent release. Version
4.1 is ancient history, very rudimentary compared to the more current
versions of Project and I'd suggest finding a used copy of Project 2000
or 2002 to replace it if you don't want to bite the cost bullet to
upgrade all the way to 2003. You won't regret it. (If you do decide to
upgrade Project, save any project files you need to keep as an MPX file
before removing the old software so you can open them in the newer
version).