Tiffani,
I have a 4-yr-old daughter who also gets extremely angry when she doesn't get her way, so I definitely can relate.
I am sorry to disagree with another Mom here, but I have a problem with Danielle's post suggesting to lock your child in their room - I just do not think that is right, I suppose if a therapist recommended it there is something to it, but I respectfully disagree. To digress briefly - my teenage son (who I had at age 4 by adoption) had been locked in rooms amongst other things and it had a profound impact on him (he was severely abused). We had to buy him locks and keys to play with in order to help him through it - 1st time at therapist's office, he locked her in by tying his shoelaces around the doorknobs and the 1st day of Kindergarten he stole the keys to the school office (it goes on and on).
Anyhow, my 4 yr old daughter definitely will yell, throw things - pinch me, you name it when she doesn't get her way.
I send her on time-outs to her room, (four minutes) she will try to walk back out and I firmly point in the direction of her room for her to go back (very important - I do not look her in the eye or talk to her during the time out period - superNanny method).
If she refuses to return to her room, tears up her room or throws anything around she gets 'grounded'. If she gets more than two time-outs in a day she also gets grounded. I either ground her from the television for 2 days or sometimes from McDonald's or the park - I've found the grounding part to be pretty effective - she really takes that seriously. But it takes a lot of consistent stick-to-it-ness.
A lot of people talk about terrible two's, but not the fearsome fours! Hang in there, I believe it doesn't last real long. :-)
hugs,
W.
ps Tiffany, sorry for the long post but I neglected to add - at the end of the time-out period it's important to hold your child and give lots of eye contact and calmly explain things. Also, I never ground her without giving her a 'final warning' first. In other words I tell her that I really do not want to have to ground her but....and then really stick to your warning - once you give that warning you have to follow thru. you get the idea. One good thing about 4 yr olds is that you can appeal to their ability to rationalize. :-)