Post your photos. Some breeds are easy to sex at 4 weeks, some are very difficult. Black and white purebreds, for instance, are very difficult to sex much before 15 weeks.
Some things to look for:
Comb and wattle development. Does the bird in question have a larger, redder comb and more developed wattles than some of the others?
Stance: Does the bird stand taller than the others?
Aggression: Is the bird less afraid than the others?
Feathering: is the bird feathering slower than some of the others?
Legs: are the legs thicker than other birds' legs?
All of these are just signs, however. None of them are sure-fire ways to tell a cockerel except maybe the comb/wattle development. For many birds, four weeks is simply too young to sex. Post your photos and we'll help you out if we can.