@Johnny Dallas - you should ALWAYS run your RUs as an Administrator (through a command window running under the evelvated Administrator context) if you have User Account Control still enabled.
@Arthur - Microsoft and RIM worked very hard together to resolve some issues with Exchange 2010, and most of those were resolved in the latest versions of each product. Exchange 2010 SP1 RU3 had some issues with duplciate messages showing up, but those were resolved in the RU3 V2 version. So RU4 should have those fixes in place but I would encourage you to reach out to RIM support to confirm what levels they want you at. If nothing else you can check this informative Technet article on the issue: http://technet.microsoft.com/en-us/library/gg670940.aspx