Muzzy is good. We bought the 5-language series for our kids when we homeschooled them, but at that time our kids were older and Muzzy was a bit too young for them. For a 4-yr old, I think they'd be perfect.
If I am remembering right, the DVDs had the story in English, and then in each of the other languages. When watching it in the other language, there was no translation and it could be difficult - but I actually think it's more difficult for adults, and easier for children to pick up. At that age they are like sponges, so it's a great age to begin a language. Your daughter will likely pick up more than you might pick up, if you do it together. It's a really good thing for kids to be exposed to another language in, like you said, a non-forceful way. So I would recommend it for sure. I would recommend doing it together, especially at first. If she has trouble understanding, she may get frustrated, so it would help if you can help answer questions.