Note that "works with lmce" can mean different things:
* Most basic interpretation is that the linux driver is included in lmce. This means that your device will be usable for linux.
* The other aspect is that lmce autodetects your device and sets it up more or less automatically. Not valid for all types of devices, but at least for some.
If you have a specific device, you should search the wiki and the forums for any information, and post a question if you cannot find any.
But in most cases hardware with linux drivers will work with lmce. A problem could be that the driver is brand new and has not been included in the linux kernel version used in lmce.
I did myself put off the compiling for quite some time, even though I have a few years of Linux experience, so I can understand your concern. I would say it is about 5 on the scale for my part. The main problem with this driver was that there were several different drivers (or variants thereof) to choose from. Besides that, the compiling were pretty straight-forward.
But lately there seems to have been quite a few changes to the driver development, and that this driver will be included in the 2.6.28 kernel. They have also removed the source I built the driver from, so I really cannot say how easy/difficult it would be to build it today.
To build the driver today, I think you need to download the whole v4l source tree. http://linuxtv.org/wiki/index.php/How_to_install_DVB_device_drivers
is a good starting point.
I used the 4000 mainly for DVB-S. I think the S2 part was not supported by the driver at the time I built it. I did test DVB-T also, and it seemed to work fine. Reading the linuxtv wiki, it seems that S2 will not be supported until kernel 2.6.28 is released.