The new 4gb cards are "SDHC" whereas the 2gb ones are only "SD". The "HC" difference stands for High Capacity, and is different. It requires updated firmware that tells the card reader in the phone how to read the card, as that portion is different. So it's merely a software difference, not a hardware one.
That being said, as mentioned above, there isn't a Nokia on the market right now that can handle these new HC cards (in fact I have yet to hear of any phone that can use them).