Talking to a 4 yr old is a whole new experience. Sure, they look like kids, they act like kids, but 4 yr olds are kids with a little bit of toddler left in them. This doesn't mean you should treat them like a 2 yr old, but it does mean that they are still learning some basic skills about how to make their brains work. Kids that age are often "in their own world" even if they are only five feet away from you. They may even be looking "at" you but what you say to them falls on deaf ears. I doubt your twins have hearing problems. Something tells me that if you mentioned buying the toy they'd begged for or a trip to Disney World they would hear you quite clearly. But if what you're saying doesn't include one of the few 'magic words' that automatically breaks through into their little brains, don't fret. Think of it like trying to talk to your husband while he's watching a great game on tv. Except your kids have an excuse -- they are still developing their ability to control concentration. And with twins, it is even harder when they are together because they have that 'twin thing' going on.
Here are some tricks I've learned:
1) First, use their name(s) to help focus them away from what they are doing and on to you.
2) If there is a potential distraction (music, tv, game) have them turn it off or push pause before going on.
3) Get to eye level with them, making sure they are able to see your lips. A child, especially at that age, listens better when he can use both his ears and eyes.
4) Speak a little slower than you would to an adult. (It may take them a little longer to process some of the words and if they don't clearly hear the whole sentence, their brain may sometimes discount the sentence all together.)
5) Use short sentences and make sure each sentence only has one command. (They may hear the first thing and then not remember the rest.)
6) When asking a question, make it closed-ended and offer only 2-3 choices as possibilities. In other words, instead of asking, "What movie do you want to watch?" ask, "Would you rather watch Happy Feet, Toy Story or Cars?" Sometimes, if given an open-ended question, what seems like the child is ignoring you is actually them trying to process it all.
7) Get them to repeat what you asked/told so their brains are forced to retain and really hear what you said. It will let you know how well they were really listening and it will keep them on notice for next time that they should be prepared to listen for retention, like a mini-pop quiz.
8) Use positive action statements when possible. If you find yourself telling them “do not”, instead tell them what action you do want them to do. Instead of saying, “Do not hit your brother.” you could say, “There is no hitting in this family. Use your words to tell your brother why you are angry at him.” That way, you remind him of the household rule and the appropriate behavior is demanded clearly. (It may sound crazy but one of the most common reasons for incorrect sentence comprehension, even with high school students, is caused by kids missing the term “not” in a sentence. Granted, what child would think their mom would tell them to hit their sibling but hopefully you get my point...)
9) All that being said, if you do the above-mentioned and they still don't listen, or do the opposite, or it is a situation where they just seem to be acting up, trust your Mom-sense and use the time-tested "warning and then naughty-spot" technique. (Make sure to get an apology and an explanation of understanding the reason for punishment.) It helps get the point across that when Mom speaks, they need to notice and listen up.
I know this is all easier said than done, but just remember that you are as much an educator as you are a parent. These listening skills aren't something we're born with. They are learned through consistent practice and correction. So, it may take a little time to see your efforts pay off but they will! Just be glad you’ve made it through potty training them at the same time!