hi J., its hard, but you really have to be consistent. this may mean putting them in time out over and over, but its worth it to invest the time now. plus, i suggest that you think about your time-outs, if it has no effect then they arent really punished by it, maybe change the spot or something. time outs worked pretty well for us. but you must be specific about exactly what they did wrong, talk to them about it each time afterwards, short and to the point. and you must also give them the tools they need to change their behavior, they are learning. tell/show them what they could/should have done instead, and dont expect them to get it after one or two times.
** more important and more effective than negative reinforcement is positive reinforcement** praise/reward them for good behavior as much as you possibly can, but it only means anything if you are specific. tell them you are so proud of them for doing whatever, for picking up their toys right after you told them, or using an indoor voice during dinner, or whatever it is. we use sticker charts too, the 2 year old may be a bit young for it, but the 4 year old certainly isnt. pick what is most important to you at the time, and just use a chart for that one thing. i used one for potty training and im using one now for listening the first time i tell him something, mostly focused on getting ready the first time i ask him to, which means that i cant be spewing orders at him all day, because it all has to count.
and remember they have a short attention span, reward things in short intervals. i try hard to "catch" my son being good. lots of times we fall into the trap of only giving them attention when they act up, when they are good we tend to be so thankful for 5 min of peace that we almost hide out or try to get our stuff done. try to pay more attention to the good. my main problem is my son being mean to his sister, so when i hear them playing nice, i will take him aside and tell him that i heard them both laughing together and i felt so happy, so proud of him, or i loved the way he shared the whatever with her, or i loved how he taught her how to whatever... you get the idea. and as for listening to you, the same thing. when my son started having selective hearing, i "trained him" like a dog! he was younger, but i would call him and when he came i would reward him. i did this over and over, it worked pretty well. and when he was a bit older and more stubborn, i had to get tougher, and i would throw his stuff out. it was pretty brutal, but it worked really well, whatever he was playing with when he was ignoring me went directly into the garbage, and i made sure he saw me do it and knew why. he is very into his "stuff" and although i felt like the wicked witch, it worked very well and thankfully i didnt have to do it for long. he knows better now, and though he will still test me, especially now that i am pregnant and he knows i am exhausted, if i even look like im thinking of going after him, he jumps. dont get me wrong, he just turned 4 and still doesnt listen plenty of times, its their job to test us, but as much as i can, i go after him when he doesnt respond to me. and i dont call him a million times a day because i am just too tired to chase him every time. if you repeat yourself a thousand times with no action, you are teaching them to ignore you. be choosy about everything you ask of them, and ***follow through with what you say, both rewards and punishments, and do it quickly and calmly and decisively, and be consistent about what is and is not acceptable*** and make it count. it is exhausting, but you have to invest the time now, be clear about who is boss. and i do NOT accept being disrespectful, my reaction is immediate and harsh every time, thankfully he doesnt do it much. and of course some people would say he is disrespectful to me, everyone is different, it is up to you what you will and will not stand for, you are teaching them what will and will not fly in your house. and remember that the way you talk to them and each other is the example they will follow, and they hear and take in everything.
are you calm? or are you a yeller? if you, your house, the tv, whatever, are loud and chaotic, you are teaching them the same, and they start to feed off of it, it becomes thier "normal"....
hope this helps, good luck, D.