A Google of
wordpress wxr pulled up this link as the first result: https://wordpress.org/support/topic/xml-to-wxr-issue
which suggests to
If you paste the following line into your export file after the Language defining line in the section near the topyou should be good to go:
But I would strongly advise against this approach based on the fact that the database is significantly different between your two versions of wordpress.
I would suggest that you update your local wordpress install to Wordpress 4.1, allowing the update process to make the changes to the database that is required and THEN export out and import the database on the server. This way your database has the same structure and the import should be a lot smoother.
On a side note, keep in mind you will want to make sure your backend files are the same as well, ie, themes and plugins, and not just that you have the same plugins installed, but their version numbers as well since this can influence the look of your site as well. Take (for example) you have a shortcode plugin on your local machine that doesn't exist on the new one, you will lose that functionality.