I'm still struggling a bit with the 0.4 Linux version - once I provide it an advanced blockchain it syncs without problems but it fails to download it from the start - the problems beginning at block 530. It's possible that it's a configuration problem on (both of) my systems (although they are different Linux distributions).
Had the same problems, until Graham explained how to checkout and build the master branch in this post:
https://bitcointalk.org/index.php?topic=1141676.msg17253183#msg17253183HTH