Odd numbered strand braids are easier and tend to stay flatter than an even number of strands.  Personally, I don't care for the look of a 4 strand braid.  Maybe it is because I used to braid hundreds of lanyards with the 4 strand braid. 

The square 4 strand braid is done by passing the section over the first section, under the second section, then back over the second section.

Let's see if this helps.....

You will have 4 sections of hair.  If we number them from left to right...

1....2...3....4

For the first step, take section 1 under section 2, then over section 3 and back under section 3.  Our sections would now look like this:

2...1...3...4

Next we take section 4 under section 3, over section 1, then back under section:

2...1...4...3

Continue, alternating sides.  Our next plait would be:

1...2...4...3
1...2...3...4
2...1...3...4
2...1...4...3


You will notice that sections 1 and 2 will always stay on the left, and sections 3 and 4 on the right because you are always looping around the section next to it.

I haven't done this for sooo long - I hope I have described it right.  Does this help??