If the VMs are running on different storage to your ESXi install then one option would be to install ESXi onto say a USB stick instead of a disk.
Once installed, configure ESXi as before then navigate the datastore and import the VMs.
I would check that ESXi 4.1 and your hardware supports USB boot for ESXi.
Also, your server will be okay until it is rebooted as ESXi runs in memory.