Boy, months 3 and 4 can be so tough with the sleep transitions! This is the time to start introducing a sleep schedule. I don't know if you are utilizing any particular sleep training method/book, but I strongly recommend "Healthy Sleep Habits, Happy Baby" by Marc Weissbluth, MD. This book outlines healthy sleep needs (how many naps, how many hours of sleep per nap and per night, how to solve sleep issues, etc.) for every month of the child's age all the way through adolescence. The book is organized into sections based upon your child's age, so you don't have to read the whole book...just the sections relevant to your child.
Sweet dreams to you and your baby!