http://www.kellymom.com/parenting/sleep/4mo-sleep.html
For the record, 4 months old is WAY too young to start sleep training! There are too many developmental changes in the first 12 months, and all you do now could be undone in another month when she starts sitting up or at 9 months when she starts pulling up or at 10 months when she starts cruising, etc.
At 4 months, she's also probably going through her next growth spurt. She'll go through another around 6 months, as well as a couple more big ones between 6 and 12 months.
If you're breastfeeding, pull her into bed with you and feed her side lying. She can nurse back to sleep, and you can fall asleep right next to her. This is not spoiling your child or setting her yourself up for disaster later. It's actually one of the best things about breastfeeding! If you're not breastfeeding, keep up the night feedings, especially if it's something as "civil" as every 3-4 hours. I'm always flabbergasted at the people who suggest a 4 month old doesn't need to eat during the night!!! Night feedings should continue up to age 1, but most babies cut themselves down to one or less after 6 months. Not to mention, don't adults wake in the night sometimes and have to grab a snack?????
I also responded to a similar post a few months ago questioning why we can't show respect and mothering to our children during the night like we do during the day... with compassion, gentleness, and love. There are SO MANY reasons why babies, toddlers, preschoolers, children, even adults, wake during the night. Hunger, bad dream, cold/hot, wet diaper, digestive upset, startling sound... any number of things could be the reason. Keep that in mind when you consider letting your 4 month old "cry it out."