CD #4 is not included in the Download version of Mandrake. It contains some optional/third-party programs that are not needed for an install.
If you want to be sure you have the latest and greatest versions of software for your Mandrake system, just visit Easy Urpmi (see my sig for link) and follow the instriuctions on that page to set up your repositories. It's free, and it's (usually) painless!
You then can simply continue to use the Mandrake Control Center for software installation, and it will visit the mirror site(s) you specified to download the packages for you.
If you want to be sure you have everything available on the 4th CD, just make sure you select mirrors for "contrib" and "plf" as well as "main" and "updates". You will then have access to everything that is non-proprietary on even the Powerpack CDs.