Before you can upgrade your CRM 4 to 2011, you will need to uninstall all 3rd party addons and check that all buttons have been deleted. After the migration you can then install the latest version of each addon. Should you have not done this, then it will be more complicated to get rid of the buttons and icons before you can install the CRM 2011 addons.
This article contains a detailed guide on how to find out the version number for each mscrm-addons product in CRM 4.0.
The problem occurs because MS CRM is using an HttpModule for multitenancy scenarios. This http module is called with an anonymous user account. This is why it fails when trying to request, i.e. the metadata webservice.