You may get an error similar to this when you are trying to create a RSG in 2007
Error encountered while trying to add database (Mailbox Database) into recovery storage group (Recovery Storage Group). Error message is: The mailbox database that you specified is already associated with a recovery mailbox database. Specified mailbox database: DATA-BASE-GUID.
This may be caused by an existing RSG, this includes on your 2003 exchange server.
Remove any RSGs on all exchange servers and re-run the RSG creation on 2007