R.
We have a 4 month old little girl as well. We got a Munchkin Mozart Magical Cube. It has 5 instruments plus the full orchestra. Each side has an instrument you can press to play. You can add more instruments,take them away or play the full orchestra. I think it plays 6 different tunes. It's brightly colored and flashes. My daughter can't quite press the buttons yet, but she loves it and tries to reach for it. They have them at Target--it was more than I wanted to spend ($20) but it was the only toy we bought her and I just love the music it plays. Hope this helps.
I think it is just the age. Mine won't sit in the swing for very long anymore either. They are so busy learning stuff now and wanting to move. I hate to say it but she loves watching football on TV. We had her on her tummy while a game was on and she was mesmerized. Tonight at a restaurant they had a game on w/ the TV pretty far away and she was totally watching it.