Well if it makes you feel any better, I went in for my first U/S and prenatal appointment yesterday - I was supposed to be 9.5 weeks along - however after we did the ultrasound they discovered I was actually only at 7.5 weeks
I was really dissappointed (and still am a bit upset about it), but sometimes because you can't get an accurate measurement/due date until you actually DO get an ultrasound sometimes the calculators are off.
I didn't ovulated until waay late in my cycle - way longer than usual (two weeks later, to be exact) which is why originally they thought I was 9.5 weeks (last period was august 2nd...); but turns out I conceived on August 30th, not the 18th as I'd thought.
So you are probably totally fine - you were just in too early to see anything. Even at 7.5 weeks what I saw was very very tiny, it looks like a lumpy jelly bean with just the tiniest flicker of a heartbeat. At 4 weeks I imagine it'd much much smaller, they probably just weren't able to see it yet hun! Don't stress too much, I'm sure you're ok!