Hi, Olly,
The problem isn't with umbraco, but .net.
The 4MB default is set in machine.config, but you can override it in you web.config. For instance, to expand the upload limit to 20MB, you'd do this in your web.config file:
<system.web>
<httpRuntime executionTimeout="240" maxRequestLength="20480" />
</system.web>
Depending on the speed of your connection and the size of your largest upload, you'd set these parameters accordingly.
cheers,
doug.
MVP 2007-2009 - Official Umbraco Trainer for North America -
Percipient Studios