Hi Dough,
follow these instructions. It is the only HP-supported way to do it.
See this HP advisory:
I haven't tested it myself, but I would expect HP to have this tested before they publish it.
Update: Sorry, I glossed over the fact that you already have ESXi 4.1 U3 installed. According to the above doc you can then just install the HP Offline Bundles for U2. There is no need to re-install anything.
- Andreas