It's really up to you.
Version 2.2 is the latest actual release. 4.0 is being actively developed. There are advantages to both.
Using Version 2.2 has some significant advantages:
- The documentation is correct
- There are many tutorials, videos, etc. related to 2.2
- There are many people familiar with 2.2
However, 2.2 was designed around .NET 3.5, and not the new features in .NET 4. 4.0 is being designed with the new framework feature set in mind. For example, in 2.2, everything was built around Unity, but in 4.0, you have the option of using the Managed Extensibility Framework (which is part of the BCL in 4.0) instead. Personally, I feel that some of the newer changes make the library easier to use and cleaner overall. 4.0 also does a much better job of supporting things such as MVVM (which is possible in 2.2, but not as "natural" feeling.) 4.0 is also much better in its Silverlight support, in my opinion.
That being said, using 4.0 is working against a moving target, since it's still in development. Most of the concepts are core design are the same, however, so you really can learn either and apply the knowledge to both. The discussions on CodePlex are very active, and can really get you through most hurdles if you use them.
I, personally, am comfortable just jumping into the code and seeing how it works, so I'd probably, in your shoes, download the latest 4.0 drop and just go for it by looking at the samples. There really is no wrong answer, though - studying the library and guidance will help your development overall.