I love R# 4, but I must say that the configuration of Code Annotations has become vastly more difficult. I just gave up 'telling' R# about MbUnit's Assert methods as I simply couldn't figure out how to do it.
In version 3 it was a breeze. You could do it in one minute.
As I could find nothing in the Settings dialog that would let me do this, and I ended up creating an XML file in the ExternalAnnotations folder. Didn't work...
I think it is such a shame that Annotations have become next to impossible to set up in version 4. I really hope that it will be improved in later versions as it is simply a killer feature once it has been set up.