Whilst importing a set of customisations from an upgraded CRM 3.0 to 4.0 system into a vanilla CRM 4.0 I got the error "Failure: Opportunity_VIG_Expenses: Invalid name prefix". Basically CRM didn’t like the name of the relationship between Opportunity and my custom Expense entity.
The solution I found was to edit the customisations XML file and change:
i.e., I added the customisation prefix to the relationship name
Update: There is also a problem with the Quick Campaign entity after upgrading from 3.0 to 4.0. This is discussed in KB948588 and is ficed in Update Rollup 1.